Commodity risk has entered a new era. Geopolitical friction, climate extremes, and weaponized
trade policy are no longer slow-burning trends; they are now immediate and compounding
shock multipliers. These forces are capable of disrupting availability, pricing, logistics, and
insurability in real time.

For those navigating today’s global trade landscape, particularly brokers, underwriters, and
supply chain decision-makers, traditional risk signals have eroded. Risk itself is evolving faster
than the models used to assess it.

This white paper introduces a forward-looking scenario framework designed to quantify
exposure to systemic trade shocks. Drawing from geopolitical analysis, logistics intelligence,
and insurance market insight, the framework provides a method to test critical assumptions
across portfolios of globally traded commodities. The objective is to translate uncertainty into
insight—and insight into actionable preparedness.