Energy Risk Analytics Provider of the Year 2015
A hat trick! First Advisory Firm of the Year, then Technology House of the Year and now Analytics Provider of the Year. Nobody else has the depth and breadth of capability to offer a full service Analytics Solution.
May 2015 Newsletter
Share in our success. In this newsletter we feature some of our recent wins, reflect on risk measurement vs risk management and showcase the latest release of Lacima Analytics.
CIO Review 20 Most Promising Energy Technology Solution Providers
Annual list showcases the 20 Most Promising Energy Tech Solution Providers; Lacima makes it to CIO Review’s top Energy Tech Solution Providers list for its expertise in offering software solutions that have been developed and implemented by peer-recognized experts in energy analytics, offering an unparalleled level of expertise and personalized support.
CIO Review 20 Most Promising Risk Management Solution Providers
1 April 2014
Lacima has been singled out for its capabilities in global commodity energy portfolio risk analytics.
November 2013 Newsletter
Improve enterprise-wide risk reporting without straining the budget
Energy Risk Technology House of the Year 2013
With the global surge in demand for sophisticated analytics software, Lacima is now the accepted leader of this new breed of technology.
Energy Risk 2013 Software Rankings
7 March 13
It's official, Lacima is the "RM" in "ETRM" for industry planers, achieving first place rankings in risk metrics, modelling, market risk: power and market risk: gas
November 2012 Newsletter
Cashflow and value based metrics - contrasting benefits
Energy Metro Desk: Cashflow at Risk
28 June 2012
Cash flow at risk: a more relevant risk metric for energy firms
Energy Metro Desk: JP Morgan
29 May 2012
Five reasons why JP Morgan’s
risk management is probably
better than yours...
Energy Metro Desk: VaR
14 May 2012
Is VaR relevant for energy markets?
Valuing generation assets: overview and spark spread option valuation
6 May 09
Learn about different ways to value the flexibility of generation assets as real options whilst taking into account the constraints in operating the plant.
Gas storage: rolling intrinsic valuation
15 Jan 09
We describe a storage valuation method known as the rolling intrinsic strategy, which extends the intrinsic strategy by allowing for regular re-optimisation and rebalancing of the portfolio.
Gas storage: spot optimisation
15 Feb 09
We describe a spot trading strategy which maximises the total expected cash flow from the storage facility using a trinomial tree based optimisation model.
Gas Storage: overview and static valuation
15 Nov 08
We provide an illustration of how the four most common valuation methodologies are used in practice with practical examples illustrating their implementation.
Implied trees: valuing exotic options
13 Oct 08
In this article we calibrate the tree to the market prices of fixed strike Asian options and then show how to price floating strike Asian options as our example of an alternative derivative.
Calibrating trees to the market price of options
14 Aug 08
We outline an approach for calibrating a local volatility surface single factor model to market prices of average price (Asian) options.
Application of multi-factor multi-commodity model for cargo dispatch optimisation
15 Apr 08
We describe the use of the multi-factor multi-commodity model in determining the optimal location for shipping a cargo, specifically the delivery of LNG.
Multi-factor multi-commodity models & parameter estimation processes
15 Mar 08
We discuss a general multi factor multi commodity model and the process for estimating parameters from historical data.
Risks and hedging techniques for swing contracts
15 Feb 08
In this article, we discuss risks & hedging techniques for swing contacts with take-or-pay, make-up & carry-forward features.
Measuring and capturing value in the flexibility of gas swing contracts
15 Jan 08
Learn about the techniques to capture the value in the flexibility of gas swing contracts that permit realistic incorporation into at-risk calculations.