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 […]

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 […]

The Future of Commodity Risk Management The Future of Commodity Risk Management. Here we share what we think how Commodity Risk Management is going to change in the Future for companies that today, either don’t have a well-established risk management process or are struggling with their processes. As we talk to industry experts and commodity […]

Why everybody in your organization is a Risk Manager? Several commodity trading / processing organizations think that their Chief Risk Officer (CRO) or Chief Financial Officer (CFO) or CEO has the sole responsibility of managing and reducing risk for the entire organization. In fact, surveys have shown that many Asia-Pacific based organizations think of CEO […]