THE INDEPENDENT QUANTATIVE RESEARCH FIRM
AL Banyan Tree offers comprehensive mathematical modeling of commodity markets. We combine advanced econometric techniques, dynamic simulation models, copula-based analytics, machine learning and our propietary AI engine to achieve clarity in volatile markets. We turn complex data into strategic information that improves forecasts, identifies hidden risks, and helps traders, investors, and manufacturers make informed decisions.
At Al Banyan Tree we |
OUR LATEST RESEARCHES aND insights
Dive into sharp insights and the latest trends shaping global commodity markets. Using advanced analytics and innovative risk models, we deliver timely, data-driven content to help you anticipate changes and navigate market challenges with confidence.
Rebar Market Analysis:
China, Southeast Asia, and MENA
China, Southeast Asia, and MENA
China Rebar Market:
Demand and Supply Overview
Demand and Supply Overview
Rebar, a foundational construction steel product, faces a challenging environment marked by oversupply in China, variable demand in developing regions, and intensifying competition. This analysis explores market dynamics and price trends in China, Southeast Asia (SEA), and the Middle East and North Africa (MENA), highlighting key sector developments.
China's rebar market faces weak construction demand and structural challenges, with supply marked by persistent overcapacity and strong producer competition.
Chinese rebar exports have increased amid weak domestic demand and low margins, though export growth is constrained by foreign quality requirements and limited profit potential.
Rebar prices in China have dropped to near break-even levels, resulting in razor-thin margins for producers and prompting many to consider output reductions to avoid persistent losses.
Steady construction growth is driving rebar demand in Southeast Asia, but stable prices and high costs keep producer margins tight despite stronger local supply.
China Rebar Market:
Prices and Margins Overview
Prices and Margins Overview
Rebar Markets & Supply Chain
Rebar Markets & Supply Chain
China Rebar Market:
Export Trends Overview
Export Trends Overview
Key Commodities WE COVER AND OUR KEY SERVICES
Our expertise covers major commodity markets including agribusiness, coal, metals, and petrochemicals. We deliver deep insights and analytics to help you navigate the complexities and dynamics of these essential global markets.
Dynamic hedging strategies that safeguard your margins against market volatility, using advanced analytics to balance risk and reward.
Ferrous metal
Petrochemical
Сoal
Grain
CFF that integrates market volatility scenarios, helping you predict liquidity needs and plan confidently for the future
Ensure your risk management activities align with IFRS: minimizing P&L volatility and administrative burden
Technology and analytics – modernizing your treasury operations for agility, efficiency, and better risk control
Tailored market research that delivers actionable insights – exactly when and where you need clarity in the commodity landscape
Get precise FV valuations of forwards, options and structured products using cutting-edge quantitative models
solutions
Our solutions empower companies to navigate volatile markets confidently. Combining forecasting, optimisation, and real-time intelligence,
we help maximize profits and ensure sustainable growth.
we help maximize profits and ensure sustainable growth.
RiskView 360 is a powerful, all-in-one platform that unifies physical inventory, forwards, futures, options, and swaps into a single intuitive dashboard. It provides automated reporting, real-time risk alerts, Monte Carlo VaR, dynamic correlation modeling, and comprehensive scenario stress-testing, enabling trading firms, manufacturers, and financial institutions to anticipate, quantify, and confidently navigate extreme commodity market risks.
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Risk Exposure Assessment
Harness the power of advanced analytics and AI to master commodity risk
Strategic Optimisation
The Strategic Optimization solution uses advanced mathematical methods to balance hedging, inventory, and supply chain decisions, protecting margins and stabilizing earnings. It calculates optimal hedge ratios with mean-variance and CVaR minimization, adjusting dynamically to market changes. It also optimizes procurement and production, like coal deliveries and crude blending, while recommending suitable financial instruments to align risk management with business goals in volatile markets.
The Insight Engine, powered by AI and machine learning, analyzes news, market orders, and commodity data to provide real-time intelligence. It detects early warnings like shipment drops, export bans, and unusual order imbalances missed by traditional reports. By monitoring prices, spreads, and volatility with anomaly detection, it helps traders anticipate market shifts and maintain a competitive edge in volatile commodity markets.
AI-Powered Insight Engine
Forecasting & Scenario Modeling
The Forecasting & Scenario Modeling solution combines econometric models like VECM, ARIMA, and DCC-GARCH to capture short-term price changes, long-term relationships,
and volatility across commodities. It provides probabilistic forecasts with stress tests and scenario analyses-such as drought impacts on corn prices and volumes-enabling companies to better manage risk, develop contingency plans, and make informed decisions in volatile commodity markets.
and volatility across commodities. It provides probabilistic forecasts with stress tests and scenario analyses-such as drought impacts on corn prices and volumes-enabling companies to better manage risk, develop contingency plans, and make informed decisions in volatile commodity markets.
The advantage
Commodity Market Expertise
Deep expertise in Middle Eastern and Southeast Asian commodity markets, delivering tailored insights and strategic foresight.
Advanced Quantitative Analytics
Cutting-edge analytics powered by VECM, DCC-GARCH, VaR, Monte Carlo simulations, Copulas, and more for precision-driven risk and pricing strategies.
Experienced Global Team
17 seasoned professionals, including a former bank vice president, CFA/FRM holders, math PhDs and PRMIA finalists, offer unparalleled expertise in cross-border commodities.
Methodology
At Al Banyan Tree, we apply rigorous quantitative methodologies to deliver clear, actionable insights for participants in the commodity markets. Our methodological framework is built around four distinct yet complementary pillars, designed according to the MECE principle:
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Scenario planning is essential to manage future uncertainties. Using advanced Monte Carlo simulations and structured scenario analyses, we stress-test strategies against severe market conditions like geopolitical disruptions or economic downturns. These methods quantify potential losses and cash-flow impacts, incorporating factors like weather to simulate crop yields and prices, helping businesses optimize hedging, insurance, and supply chain resilience.
Monte Carlo & Scenario Analysis
Optimisation techniques
Optimization techniques such as Linear Programming (LP) and optimal control theory are vital across commodity sectors. Refiners optimize crude selection and output, upstream firms schedule drilling under constraints, and traders allocate storage and capital for risk-adjusted returns. Coal miners, grain traders, farmers, and food companies use LP to optimize flows, processing, crop planning, and inventory, enabling data-driven, profit-maximizing decisions in complex supply chains.
Non-linear Dependency Modeling (Copulas) captures simultaneous extreme commodity risks missed by linear models. It improves risk metrics like Value-at-Risk by modeling joint events, such as price spikes and production disruptions. Copulas reveal hidden dependencies, helping oil producers and trading houses simulate realistic scenarios, accurately aggregate risks, and manage complex market interdependencies during volatile periods.
Non-linear Dependency Modeling (Copulas)
VECM and DCC-GARCH
Commodity markets show long-term economic correlations with short-term deviations. Using VECM, we quantify stable relationships and improve forecasts for agricultural commodities and metals, aiding informed decisions. During market stress, DCC-GARCH models capture changing correlations and volatilities, enhancing risk management by signaling diversification failures and enabling timely hedging adjustments to protect portfolios.
Contacts and Location
Hong Kong HQ
AU PUI WAN STREET, FOTAN, NT, HONG KONG
Asya Malkiel
Senior Manager, Commodity research practice
asya.malkiel@albanyantree.com
asya.malkiel@albanyantree.com
UAE, Dubai (DIFC)
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