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 […]
Handbook for Risk Requirements & More… Over the last few weeks, we’ve released a new Whitepaper, initiated a “Knowledge Series” of Articles on Commodity Risk Management. Both have received pretty good responses so far. A lot of people have written to us appreciating the publications on Commodity Risk Management, and buoyed by this response we’ve […]
Chapter 2 – Set Risk Limits This post is actually Chapter 2 (of 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 […]
Commodity Risk Management beyond VaR First, the bad news – Value at Risk (VaR) of a position / portfolio just gives the maximum loss you can have, with a certain confidence. But it doesn’t tell you what your position / portfolio could lose beyond that confidence. If you are the one managing risks in your […]
Top 5 issues with Commodity Risk Systems This post is part of our unorganized research and survey which we have done across multiple industries and geographies, to find out the top 5 issues with Commodity Risk Systems that are being faced by the trading companies. While many companies are likely to have one of these […]