A 95delta option is deep in the money and a highly probable outcome.
Commodity markets are complex, each one presenting unique characteristics and risks. Financing commodity businesses through non-recourse structures, reserve-based lending, or commodity trade finance requires specialized expertise to perform due diligence and/or implement best-in-class risk management practices.
Our team is your trusted partner — offering independent, principled guidance and meticulous reviews delivered by seasoned professionals. We are dedicated to helping stakeholders effectively manage risk while creating and preserving value. With a collective wealth of knowledge and expertise forged through extensive real-world experience, we provide the solid foundation required to make well-informed decisions and offer unparalleled guidance in this ever-evolving, dynamic environment.
Risk Management
Help enable the organization with best-in-class risk management strategies and processes.
Valuation & Optimization
Model physical assets using real-option methods that when combined with vanilla derivative instruments provide risk sensitivities for simulation.
Technology
Develop and implement technology solutions to understand commodity derivative portfolio valuations, physical purchases & sales, and logistics — including transport, storage, terminaling and refinery assets
Due Diligence &
Interim Expertise
Embed expertise to validate calculations, evaluate risks and report field exam results or secondment to represent stakeholder interests.
299 Summer Street (#1038) Stamford, Connecticut, 06905
(917) 213-0327
