Commodity Trading: Market Risk

Commodities Market Risk

Enhance risk governance and management with advanced tools designed to accurately measure market risk for commodity trading firms 

There are a number of market related risks involved with trading commodities. To manage these risks and minimise  their effect firms need to adopt a more active approach to managing risk. As a result, firms require the right tools to accurately monitor and manage a firms commodities exposures. Quantifi supports a full complement of market risk measures along with complex scenarios and stress tests. Key features include sensitivities to all market factors, comprehensive "what-if" analysis, regulatory stress tests, such as HVaR, and tail measures like expected shortfall.


 

A single view of risk across across all financial and physical assets

Configurable workflow that supports all the roles in the decision process

Support for stress testing i.e. CCAR, HVAR and expected shortfall
 



Why Quantifi?

A powerful, high performance platform that supports a full complement of 
measures for accurately managing market risk

 

An Aggregated Risk View

A single view of risk across across all financial and physical assets
 
 

VaR Calculations

Calculate VaR across an entire portfolio using historical or Monte-Carlo methodologies
 

Sensitivities & Hedging

Comprehensive sensitivity analysis with consistent calculations across all asset classes 
 
 

 

Limit Management

A flexible, integrated limit management framework with built-in workflow
 

'What-if' Analysis  

A powerful and flexible risk engine provides advanced 'What-If' analysis to all market observables for accurate management of risk
 

Stress Testing

Integrated functionality to stress product attributes or market risk factors. Portfolio can be stress tested at future time points
 

 

Modern Technology


Leveraging next-generation technology based on micro-services, big data and the cloud to give our clients the advantages of speed, scalability, flexibility and usability

 


 

Find Out More 
 




 

"We are delighted to have been recognised by Chartis for our depth of functionality as a commodity trading risk management system"

Rohan Douglas, CEO, Quantifi

 

Press Release