Deal structuring

Capture the complexity.  Minimise in-house resources.

Lacima’s deal structuring solution is ideal for traders, risk managers and valuation teams, providing flexible tools to analyse the value and risk of ad-hoc complex deals. These let you value complex derivative or indexation contracts quickly and accurately, taking into account multiple risk factors and options structures, plus apply mathematical relationships to any curve, spot price or forward curves.

Fact Sheet

Benefits

  • Structure complex deals to analyse trading strategies quickly and timely to shorten the negotiation process
  • Value structured contracts accurately to optimise trading outcomes
  • Hedge structured contracts using what-if contracts or include the complete portfolio to obtain a clear picture of your risk exposure
  • Analyse the structured deal to obtain a clear picture of the impact of the deal
  • Price or mark-to-market a single structured contract or a whole portfolio
  • User defined payoff functions provide the ability to customise deals to meet requirements
  • Create custom payoff functions including any number of risk factors to accurately model any indexation contract
  • Easy to adjust payoff function formulas ensure rapid development of new deals
  • Flexibility of a spreadsheet within an application environment providing all the security and controls for good risk management and auditability
  • No costly replacements of existing deal capture systems and databases
  • Full transparency with published analytics methods readily available to clients

 

* This solution can be delivered individually or combined seamlessly with other suite or solution(s) in any suite in Lacima Analytics, to create an answer tailored to your specific needs.