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Effective risk management is a pre-requisite for profitability and growth of energy organisations. However, even the most up-to-date energy trading and risk management (ETRM) systems, fail to incorporate the latest advancements to address the true complexities of global energy markets, such as seasonality, mean reversion and exposure to spikes, embedded optionality in contracts and the flexibility or constraints of physical assets.
Energy risk management software developed by award winning industry pioneers
Developed by award winning industry pioneers, Lacima's energy risk management software, "Lacima riskAnalytics" incorporates the most advanced risk models and valuation methods in the market, and provides a comprehensive set of analytical, simulation and optimization tools for multi-commodity trading.
Lacima riskAnalytics provides the robust business performance analytics sought by upper management, the controls and rigour of risk metrics sought by risk managers, and the flexibility in pre-deal decision making analytics sought by traders.
Key advantages
Designed to integrate and work effectively with existing ETRM and other operational systems, Lacima riskAnalytics offers the following key advantages:
- Industry acclaimed risk models based on rigorously tested mathematical algorithms
- Holistic view of all trades, positions, hedges, valuations and risk metrics across multiple commodities and regions
- Quantification, consolidation and reporting across portfolios of key metrics such as market price, sensitivities, MtM, VaR, P&L attribution, EaR and cFaR
- Identification of optimal trading scenarios and accurate position monitoring
- Accurate valuations of complex portfolios of swing, storage, pipeline and generation assets taking into account their operational flexibility and wide ranging constraints
- Advanced analytical tools for "what-if scenarios"
- Joint optimization of financial contracts and physical assets
- Quick implementation - works with existing systems thus avoiding costly replacements
- Fast processing of numerically intensive calculations
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Overview
