Mark-to-market deals. Energy specific models.
Lacima’s derivative pricing solution calculates values and risk sensitivities for a wide range of commonly traded instruments, including a range of swap types, options, swaptions, Asians, caps, floors, collars, and spread options, taking into account the unique features of energy prices.
Value derivatives using industry recognised models
Account for mean reversion, jumps, and seasonality in energy and commodity prices
Derive hedge sensitivities to all the input parameters
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.