Power

Power risk management, valuation and optimisation

  1. Complex operational constraints of power generation assets
  2. Complex financial contracts linked to power generation assets
  3. Uncertainty in electricity prices

... present great challenges to the risk analysis and valuation of power contracts and assets.


Be confident that you are working with specialists that understand your power market challenges. With many years of experience, we see your power risk management and valuation concerns from a practical, real-world perspective.

Our software and consulting services draw on the power-specific models and methodologies developed by Lacima’s founders through their acclaimed research and published works. 

Our solutions help you to accurately value and risk manage power contracts and physical assets, and support decision making to achieve the optimal distribution of earnings, cash flows and revenues.

We can help you with the power risk managment and valuation challenges you face:

  • Assess the relevant risk metrics for your portfolio
  • Optimise your portfolio of physical assets and financial contracts
  • Value thermal, wind and hydro assets with wide ranging plant characteristics and constraints
  • Identify optimal hedging strategies
  • Understand the most relevant models to capture the unique characteristics of power prices
  • Understand how best to handle volumetric uncertainty
  • Price, analyse and risk manage tolling agreements, off-take agreements and power purchase agreements.
  • Manage to half-hourly and/or hourly granularity
  • Report company-wide risks across your assets and trading book
  • Value and analyse complex power structures such as power swing deals
  • Analyse large books of power derivative deals
Power Industry Reference Resources
Software
Training
 
White papers & Articles
How to value thermal generation assets to maximise profits