Commodity Risk Management Without the Spreadsheet Risk

Most commodity desks still run risk in spreadsheets — one broken formula away from a blown limit. opsPhlo delivers real-time mark-to-market, Value at Risk, and Monte Carlo simulation natively, so risk managers see true exposure the moment a trade is booked.

90%

Fewer hedging errors

10K

Monte Carlo scenarios per run

Real-time

Mark-to-market updates

1171%

Return on investment

How Phlo Systems solves this

Real-Time Mark-to-Market

Continuous M2M valuation across all open positions using live market data feeds. No waiting for end-of-day batch processing.

Monte Carlo VaR Simulation

Run up to 10,000 scenarios to calculate parametric and historical VaR at configurable confidence intervals — 95%, 99%, or custom.

Position & Exposure Reporting

Consolidated net position across physical, paper, and derivative books with drill-down by commodity, counterparty, and tenor.

Limit Monitoring & Alerts

Pre-trade and post-trade limit checks against counterparty credit, position size, and VaR thresholds. Breaches trigger instant alerts.

FX & Basis Risk

Built-in FX exposure tracking and basis risk analysis for cross-commodity and cross-location hedges. Identify residual risk before it materialises.

Regulatory & Board Reporting

Pre-built risk reports aligned with EMIR, MiFID II, and board-level dashboards. Export-ready for compliance submissions and audit trails.

Powered by opsPhlo

Integrated commodity risk management with real-time M2M, VaR, and Monte Carlo — built into the same platform where trades are captured and settled.

“Phlo Systems has emerged as our preferred technology partner. Their profound understanding of both physical and derivative markets, coupled with their ability to create sophisticated cloud-based applications, flawlessly executed the project.”
— Renée Laird, Senior Managing Director, R.J. O'Brien

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