Reports SourceBook 2017

2017 CTRM SourceBook Company Description Risk Edge provides Advanced Risk & Predictive Analytics Solutions to medium and large Energy and Commodity Companies. Its products are used by many users globally for measuring market & credit risks, and for predicting prices, demand, supply, yields and even sentiment analysis. It builds all its solutions using sophisticated algorithms and delivers at high speed using parallel processing capabilities. There are 3 primary areas which Risk Edge delivers to its clients: 1. Market & Credit Risk: RiskEdge goes beyond vanilla VaR (Value-at-Risk) methods and calculates Greeks and Expected Shortfall (or Conditional VaR) for positions and portfolios which allow its users deeper insights into business. Proprietary measures like ERR (Excess Risk Ratio) help companies assess their risks with a longer term backdrop. It covers all Deal Types (Physicals, Basis, Futures, Forwards, Options, Swaps) and uses full-revaluation method to calculate risks on vanilla and structured derivatives. Potential Future Exposure (PFE) and CVA (Credit Value Adjusted) based models allow RiskEdge clients to assess the losses in case of counterparty default. Risk Edge also provides consulting in these domain areas of Market and Credit Risk. 2. Derivative Pricing: Its open derivative pricing platform (www.derivist.com) is part of its large library of structured derivative pricing algorithms. The library uses over 100 different algorithms, allowing clients to price any kind of structured / exotic derivative product using multiple valuation methods. The same platform also hosts its Sentiment analysis tool, using which Risk Edge was able to correctly predict Brexit and Trump win. 3. Predictive Analytics: Risk Edge has built several platforms for predictive analytics wherein the in-built Machine Learning algorithms can be easily configured to predict critical variables like yield, demand – supply, customer acquisition / retention, fraud detection, prices, cross / up selling opportunities, etc. The algorithms can more importantly, be also used to understand hidden relationships between all the crucial parameters of the business, and how each parameter affects the desired outcome. Some of its platforms include P&L Simulation, Yield Prediction for crops, Predicting Crude Oil Prices for 1 year forward, and daily Market Data for over 150 commodity instruments. With clients and consultants in 6 countries and an established team of Commodity and Quantitative Finance Experts, Risk Edge is fast establishing its presence globally. Delivery Methods – Traditional License, SaaS: Multi-Tenanted, Hosted in Private Cloud, Hosted in Public Cloud Number of Licensed Client Companies - 8 Representative Clients – Olam International, China Aviation, US State of New Hampshire Office Locations and Phone  India 91 40 40192919 © 2017 Commodity Technology Advisory llc 75 | P a g e

Reports SourceBook 2017 | Page 76