Commodity Trading

Reduce Risk
& Complexity

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

Support Risk Measures

Accurately monitor & manage commodities exposure

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 their commodities exposure. 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 all financial and physical assets

Ability to aggregate data across
multiple regions

Support for stress testing i.e. MC VaR, Historical VaR and expected shortfall

key features

A powerful, high performance platform

Aggregated Risk View

A single view of risk 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.

Simplified Data Management

An ETL framework for managing data feeds and a NoSQL database environment for high-performance and agile processing of information.

‘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.

COFCO International, a world-class integrated global agribusiness, selected Quantifi to help monitor, manage and report their credit & counterparty risk. COFCO recognised that Quantifi could help with their plans to grow into a new global force in agricultural trading. 

MODERN TECHNOLOGY

Leveraging next-generation technology

Microservices, big data and the cloud to give our clients the advantages of speed, scalability, flexibility and usability

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

insights

Navigate major trends & developments shaping the industry

Videos

Quantifi Commodities Counterparty Risk Management (CCRM)

Commodities are one of the fastest growing markets and over the past two decades have become truly globalized. Trading in commodities requires firms to enter into complex credit arrangements for the sale and transport of goods across multiple regions.

News

Quantifi Takes Number 1 Spot in Energy Risk Magazine’s 2017 Software Rankings

Quantifi has been voted top Energy Trading and Risk Management (ETRM) platform for ‘credit risk’ in the Energy Risk 2017 Software Rankings. These rankings recognise technology providers that have helped the industry evolve with the challenges and opportunities in the energy markets.

News

Chartis Positions Quantifi as Best-of-Breed Provider in RiskTech Quadrant® for Commodity Trading Risk Management

Quantifi today announced it has been positioned as ‘Best-of-Breed’ provider by Chartis for commodity trading risk management.

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