Search This Blog

Thursday, September 13, 2007

University of Kansas Professor Issues White Paper Evaluating RMI Consulting, Inc.'s Budget Cycle Value-at-Risk (VaR) Methodology for Commodity Portfol

RMI Consulting, Inc. has added a long term VaR modeling application to its proprietary online risk management system, Know-Risk™. Developed in response to suggestions by companies that face commodity exposure as a natural course of business, the application provides a statistical measure of risk over a long time horizon such as a budget or planning cycle. The system can handle a wide range of commodities including electricity, natural gas, diesel, grains, meats, and metals.

By examining the model's assumptions, parameters, and characteristics, the white paper presents a validation of the Know-Risk™ VaR model and discusses its applications.

To view a full copy of the white paper "Budget Cycle Value-at-Risk (VaR) for a Commodity Portfolio" go to

For Additional Information Contact:

Shane Mathis, Principal
RMI Consulting, Inc.
Phone: 785.232.2252

No comments:

Find here

Home II Large Hadron Cillider News