Countering Credit Risk with PFE With commodity and energy prices regaining volatility, most players are struggling to find answers to one of their most critical risk factors – Counterparty Credit Risk. While many, especially in the oil & energy sector, have VaR based tools to measure and manage their Market Risks, few have ventured formally […]

A New “Definitive” model for Risk Risk Edge has recently released its latest Whitepaper on Back-testing Expected Shortfall. The paper presents a New “Definitive” Model for Risk Management and answers several long-standing questions about managing Risks: Why use VaR when it doesn’t give clarity of extreme losses? Can we use Expected Shortfall (ES) to give […]

Our Story, on YourStory.com Last week, Risk Edge was covered in Yourstory.com, India’s biggest platform for Start-ups. This coverage gave us great pleasure (and a lot of new connections !!) as Yourstory is by far the most followed website by all Indian Entrepreneurs, budding Founders and Co-Founders and Investors alike. Energy and Commodity Risk Management […]

Whitepaper – Historical vs Implied Volatility We’ve just released our latest Whitepaper – Historical vs Implied Volatility: Which one to use for Computing VaR? The Whitepaper tackles one of the oft-pondered questions in the Risk Manager’s circles – should they use Historical Volatility or use Implied Volatility for calculating VaR. There are generally good arguments […]

Chapter 8 – Get Deeper Insights Here is Chapter 8 from our very well-received, 32-page E-Book –Benefiting from VaR – Quick Guidelines for Commodity Risk Practitioners. A quick recap for those who’ve read and enjoyed it, and for those who haven’t yet read it, you can download it now from here ! The E-Book is written for Commodity […]