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 www.rmienergy.com.
For Additional Information Contact:
Shane Mathis, Principal
RMI Consulting, Inc.