# 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

## See how this works for your business

Get a personalised walkthrough tailored to your specific needs.