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Resources related to CTRM, which is Commodities Trading and Risk Management software. This also includes ‘ETRM’. While the ‘E’ stands for Energy, as a practical matter, the two terms are used interchangeably to refer to systems that work with Energy, e.g. Natural Gas, Crude Oil and Power, Metals, e.g., Gold and Silver, and Softs/Agriculture items like Coffee and Cocoa.
Click the below link for a great introduction to CTRM software.
Better understand CTRM software by considering things from the point of view of a typical CTRM Vendor.
Link: Think Like a CTRM Vendor
Commentary on where things are at now and where they are likely heading in the future for the Ecosystem of CTRM functionality.
Link: CTRM Ecosystem
Commentary on items that are considered ‘Trades’, i.e., tradition trades with counterparties or exchange-traded and things that are not trades like physical inventory, both of which are supported by CTRM systems.
Link: CTRM Trade Type Taxonomy
This page introduces a model of a CTRM based on a jigsaw puzzle metaphor.
Covers the Big 3 Energy Commodities, Crude Oil/Refined Products, Natural Gas and Power (a.k.a., Electricity)
Link: Big 3 Energy Commodities
This page provides readers with a high level introduction to Value-at-Risk, known as ‘VaR’.
It also contains the best description and comparison of the three methodologies as used by the industry that you’ll ever read. They go by the names of ‘parametric’, ‘historic’ and ‘Monte Carlo’.
Link: Intro to VaR
The link below takes you to a page on the PnL Explained Professionals website describing the CTRM Professionals Group. From there, you’ll find a link to the LinkedIn homepage for the group.
Link: CTRM Professionals