Łukasz Bielak, Head of Market and Credit Risk, KGHM Polska Miedź S.A shares his insights. Click here to download his presentation on this topic from ComRisk 2016!
Lukasz will be speaking at ComRisk 2017, Wednesday Day 2 – 17th May 2017 on Trade finance and the global financial environment for commodity trading.
Copper and USDPLN are the two of the most important risk factors
Negative correlation helps to reduce the overall market risk level
Be alert: correlation ratios have been fluctuating through the time
Probability distributions prove that big price movements are possible
Monte Carlo simulations for commodities are based on mean-reversion processes
Probability distributions are relatively wide and some of presented price levels seem to be extreme …
… but almost all of these levels have been seen during recent 8 years.
What happens when natural hedging opportunities have already been exploited?
Cyclicality and negative correlation between assets create an opportunity to improve hedging efficiency.
Click here to access Lukasz’s complete presentation!
Łukasz Bielak, will be speaking at ComRisk 2017.
Day 2, 17th May 2017 on Trade finance and the global financial environment for commodity trading.
Click here to download the full agenda!
- The Implications of Political Risk on Market Risk: How to commercially manage this risk
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- Take it or leave it?
- Tunisia's most bankable sector?
- Will 2017 be the year oils enter a balanced market?
- "Investment banking can provide a real innovation for the trade industry"
- Investing in Mena in 2017 - opportunities and challenges