Real-Time VaR
GPU-accelerated Value at Risk calculations updated continuously
CTRM Next Solutions
Commodity Risk Management Software
GPU-powered risk analytics for real-time position and exposure management
Commodity risk management requires real-time visibility across physical positions, derivatives, and exposure — not end-of-day batch reports. CTRM Next provides GPU-accelerated risk analytics including Value at Risk (VaR), Monte Carlo simulations, scenario analysis, and real-time P&L calculations across your entire commodity portfolio.
The Challenges
End-of-day batch risk calculations are too slow for volatile markets
Fragmented risk view across physical and paper positions
Excel-based risk reporting is error-prone and not auditable
Monte Carlo simulations take hours on traditional systems
No real-time credit risk monitoring for counterparties
How CTRM Next Solves This
Monte Carlo Engine
Thousands of price path simulations in seconds, not hours
Scenario Analysis
Stress testing across price, volume, FX, and credit scenarios
Credit Risk
Real-time counterparty exposure monitoring and limit management
P&L Attribution
Decompose P&L by market moves, new deals, and time decay
Time-Travel Snapshots
Recreate risk positions at any historical point for audit and analysis
Key Benefits
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Real-time risk visibility instead of end-of-day batch reports
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GPU acceleration makes complex calculations run 100x faster
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Unified risk view across all commodities and instruments
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Full audit trail with time-travel capability
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AI-powered anomaly detection and risk alerts
Related Solutions
Upgrade your commodity risk management
See how GPU-powered analytics transform commodity risk management.