Rochford Risk Modelling Capabilities

Historic Market Price

Data

Cash Flow / Exposure

Forecasting

Market Price Simulations

Empirical Data Trend Monitoring

Forecasting Accuracy Analytics

Flat / Spot Forwards

Commodities

Interest Rates

FXCFaR

VaR

Risk Quantification

Unhedged CFaR

Unhedged VaR

Group Hedging Strategy

Hedge Modelling

Architecture

Hedged CFaR

Hedged VaR

Risk Reduction Analytics

Risk Reduction Analytics

Monte Carlo Modelling

Model Output Back Testing

Historic Cash Flow & Hedge

Data

Cash Flow Forecasting

Market Simulations