KYOS – Trinity Treasury Management Webinar: Cashflow-at-Risk

How to use historical volatility to estimate CFaR

We have teamed up with Trinity Treasury Management Systems to bring you some informative sessions to improve your cash-flow management. Tuesday 26 March we will organize our first webinar on how to better estimate your cashflow-at-risk. In this webinar, we will show you how to calculate the CFaR of your commodity exposure with the advanced commodity solution of Trinity, powered by Kyos.

Let’s take the commodity soybeans as an example. The current volatility of soybean prices (16%) is 2-3 times higher than the EUR/USD volatility. Suppose your company consumes 36.000MT, your annual cash flow in 2020 would be around USD 16.6mln. We calculate a CFaR of USD 4.7mln. See also issue 3 of Insight in Risks.

So with a 95% certainty your cash-flow will be lower than USD 21.3 mln. But be aware that USD 21.3 million is not the maximum!

With this information, you are better prepared to make your hedging decisions!

Does your company have a significant exposure to commodity prices? Then KYOS has a cost-effective solution for your daily management. The KYOS Portfolio and Risk Management System brings together your physical commodity positions with financial contracts. This provides a complete picture of purchases and sales, and of the financial risks you are exposed to. 


Date: Tuesday 26 March 2019

Time: 13.00 – 14.00 CET

To participate, register here: webinar cashflow-at-risk 


26 - 26 Mar 2019