Portfolio & risk management / CTRM

  • Reduce costs and reduce the workload in contract management
  • Get early warnings of potential losses
  • Replace a large bulk of spreadsheets
  • Get helicopter view for management, full details for analysts
Does your company have a significant exposure to commodity prices? Then KYOS has a cost-effective solution for your daily management. The KYOS Portfolio & Risk Management System brings together your physical commodity positions with financial contracts. This provides not only a complete picture of purchases and sales, but also of the financial risks you are exposed to. 


1. What is my contracted position?

Each day the KYOS portfolio & risk management system will inform you about positions, cash-flows and risks of your complete contract portfolio. Information about positions is the starting point for managing each portfolio. The system offers different reports for all management levels, for example a helicopter report for senior management. Besides that, we have detailed information available on analyst level. In short, replacing a bulk of spreadsheets avoids operational risks, which lowers the costs, improves quality and increases transparency!

KYOS CTRM portfolio & risk management solution - output of underlying positions

2. Bridge the gap between physical position and financial exposure

Be sure to take both internal and external obligations into account. Besides external commitments with e.g. banks, exchanges and other financial institutes, you may have internal agreements arising from production processes. The KYOS portfolio & risk management system combines the physical exposures from production processes with external contracts and hedging strategies on commodity markets.

3. Capturing all contracts and positions

The KYOS system can capture virtually any type of contract: for example forwards, futures, swaps, fixed price or indexed, physical or financial, etc. Of each contract it calculates the cash-flows, P&L, Mark-to-Market, average price, exposure, and many more useful statistics. In addition, even options and accumulators are part of the deal-capturing and risk calculation functions. Thanks to our option and accumulator pricing tools based on Monte Carlo simulation, you will always know the fair price of these complex products and know how to deal with the underlying exposures.

managing accumulators in KYOS portfolio and risk management system

4. Expand CTRM with analytical modules

Furthermore, the KYOS portfolio & risk management system includes various analytical modules which help in assessing and managing company risk. You can define your user scenarios to calculate with stress testing, and show your cash-flow implications. Value-at-Risk (VaR) shows the market risk on a portfolio of contracts. Based on Monte Carlo price simulations, the Cashflow-at-Risk module calculates potential cash-flow movements over the lifetime of contracts.

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The KYOS portfolio & risk management system is developed for the daily management of all positions, budgets and actual consumption. As a result, it supports day-to-day commodity procurement, trading and hedging decisions. Also, the system can be delivered together with a price data service, advanced analytical pricing models, training and consulting.

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