MARKET RISK

  • Hedging Advisory

    IRISK analyses your commodities exposure and advises you on hedging instruments, hedge ratio and strategies.

  • Portfolio Analysis

    We identify your portfolio's main risk factors and conduct sensitivity analysis, stress testing and VAR calculations.

  • Risk Reporting

    We design tools to help you identify, measure and manage your commodity price risk.

Market Risk Management

IRISK helps you to mitigate the impact of volatile commodity prices on your business. As a first step, we analyse your commodity exposures and derive their key risk factors. We then provide you with the most cost effective and efficient hedge solutions. We can also assist you in designing hedging policies and procedures. As independent advisor, our interests are solely aligned with yours.

What is the risk level of your portfolio? Does it obide by your risk appetite? We derive useful risk metrics from the analysis of your commodities exposures. Sensitivities and stress testing allow us to assess the impact of specific or worst-case scenarios. Value At Risk gives us a view on potential losses under "normal market" circumstances. Notably using those metrics, we will make sure that your portfolio risk is aligned with your company's risk appetite.

So that you can dynamically manage your market risk, we design tools to assist you in reporting exposures, risk factors and aggregated risk measures.