A short six session introduction to a risk management framework for the Oil, Gas and Petrochemical industry focused on managing crude oil price volatility.

Master Class: A Risk framework for Crude Oil and Petrochemical industry: Short Course: Session I

Master Class: A Risk framework for Crude Oil and Petrochemical industry: Risk Policy: Session II

Master Class: A Risk framework for Crude Oil and Petrochemical industry: Data and Models: Session…

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Limits and Control process

Risk models only have value if they are used effectively in combination with limit management and control process. While a control function requires and relies on reports, the key is not generation of quantitative numbers, formatted in ten different variation and cuts, it is the interpretation and application of that analysis that matters. The objective of a risk function is to not just…

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Metrics and Sensitivities

A VaR based model can be extended to frame a number of questions for commodity consumers concerned about extreme price changes. For any change in price levels of a given commodity or a change in market level risk factors you can test for a change in P&L, a change in margins and a net change in the balance sheet. We use a simple case study using…

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This paper presents an extension of well accepted risk models in the financial services space to the risk management needs of the oil, gas and petrochemical industry in the region. We primarily extend the Value at Risk (VaR) framework and apply it to estimating refinery margins and inventory losses using crude oil price volatility as an input.  This chapter reviews the basic framework while the posts that follow walk…

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