“Risk management through financial futures represents the most significant innovation of the past two decades”
We are at the forefront of developing innovative risk management instruments and strategies for firms in the commodities sector.
Our ACTIVITIES
ComRisk specialises in developing applied risk management tools and strategies for firms with large commodity input and output positions. To achieve this, we collaborate intensively with internationally leading academic partners in order to co-create new and innovative products with a sound scientific foundation.
We assist and accommodate clients where needed with shaping and implementing their risk management strategy. This not only helps firms to use the correct tools and methodology to pursue and execute an effective risk management strategy (e.g. taking hedging positions in the market), but also allows executive managers to accurately evaluate existing contract partnerships, significantly improving the bargaining power of the firm.
Hedging Expertise and advice
For agribusiness companies, ComRisk offers a pay-per-use or subscription based service package through which hedging expertise is delivered, consisting of tailor-made, company-specific hedging parameters that cover exact firm needs.
This package could for example consist of the right hedging ratio, optimal hedging efficiency and other parameters required to calculate a particular cross hedge when necessary.
Please contact us for a personal quote.
Hedging Exploration
Find out which specific instruments you can use to hedge your physical flow in spot market transactions
Hedging Parameters
A successful hedge requires knowledge of your specific hedging ratio and basis
IFRS-9 EXPERTISE
Our tools are in accordance with IFRS-9 to provide you with the required parameters to use International Financial Reporting Standards hedge accounting within your firm
Hedging Demo’s
Dairy Hedging
Check out our interactive page on how we hedge Gouda Cheese using a combination of Skimmed Milk Powder and Butter on the European Energy Exchange
DDGS Hedging
In this demo we hedge DDGS Iowa Western by using combinations of Chicago Wheat and Corn and Chicago Corn and Soybean Meal
DASHBOARDS
Dashboards provide the user with powerful insight to further decision making within an organisation. Our custom tailored risk management dashboards employ an econometric foundation to quantify risk and other parameters for management to make better decisions.
Examples
Foward price curve
Make an assessment (forecast) of the price level of your cash commodity in the future
Futures Prices Overview
Stay up to date with commodity futures prices, converted to € per metric tonne
Farm Risk Management Dashboard
This dashboard was developed to show how a farmer can review business decisions with respect to the effect on his or her’s farm gross margin distribution
other services
Risk Measures
Quantify your risk in a deal
Live adjustments
Use forecasting modelling to estimate new profit distributions when fixing input and output parameters