Managing Commodity and Carbon Dioxid Risk within an Integrated Risk and Profitability Management System
Description
The integrated risk management platform riskpro™ will be extended to integrate modelling of spot and derivatives of commodities and CO2 emission allowances. A prototype of the extended platform will be build and case studies will be carried out.
Key Data
Projectlead
Project team
Peter Biller, Philip Erb, Shoaleh Ghashghaie, Alexander Kohler, David Lüthi
Project partners
FRSGlobal
Project status
completed, 03/2008 - 09/2013
Funding partner
CTI
Project budget
500'000 CHF
