The CTRM Blog

We released a new Technical Briefing Note (TBN) this week entitled “CTRM Founded In and Around Business Intelligence”. In this new TBN, we look at the unique design philosophy and architecture underlying Woodland Solutions Phoenix ETRM solution. Having built the product around a data warehouse/data mart core, Woodland’s can offer some unique capabilities in business intelligence and reporting. You can find out more by downloading the report here.

CommodityPoint has issued a new Technical Briefing Note on Risk Optimization highlighting the Hyper Rig Risk Optimiser product. The TBN may be downloaded from the Reports and Articles page of this blog.

In an ideal world, running stochastic risk metrics such as full blown Monte Carlo Value at Risk (VaR), Earnings at Risk (EaR), portfolio stress tests or, other simulations, would be performed both on demand and in real time for complex commodity portfolios. Unfortunately however, this vision has proven to be elusive with most firms resorting to the use of overnight ‘batch’ jobs lasting hours to provide an accurate assessment of the day’s starting position and then utilizing parametric risk metrics during the trading day to approximate changes in position.