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Whether contemplating the valuation of a virtual gas storage contract, purchase or sale of a gas storage asset, upgrading a facility, or needing to make optimal operational decisions, Lacima's software incorporates the latest valuation methods to help you to optimize gas storage portfolios.
Why choose Lacima's software for gas storage valuation and optimization?
Available as a stand alone application or as a module within our energy and commodity risk management system
- Lacima riskAnalytics, Lacima's gas storage solution helps you to:
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Value gas storage portfolios with greater accuracy using Lacima's industry acclaimed single and multi factor models
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Value portfolios of gas storage contacts and physical assets at once with a holistic view of optimal strategies
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Visualize distributions of cash flows, storage levels, injections and withdrawals out of the optimization
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Obtain a comprehensive range of results for gas storage asset portfolios
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Capture the widest range of parameters into risk calculations including operational constraints
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Analyze contract information in detail with drill down capabilities
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Access wide ranging risk metrics such as earnings at risk, profit at risk and
hedge analysis of gas storage assets in an instant, through activation of other
solutions within Lacima riskAnalytics
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Integrates with ETRM and other operational systems
Trading strategies supported:
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Extrinsic
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Intrinsic
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Rolling intrinsic
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Optimal spot
Parameters captured include:
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Maximum injection/withdrawal rates
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Ratchets (inventory-dependent injection/withdrawal rates)
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Fixed injection and withdrawal costs
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Proportional costs
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Initial and final capacity constraints
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Required reserves
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Intermediate capacity constraints
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Storage start and end dates
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Total storage capacity and current capacity level
Outputs/results generated include:
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Distributions of gas injection and withdrawal levels
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Scenario analysis yielding injection / withdrawal / cost / revenue / profit
outcomes
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Sensitivity analysis including delta for hedging
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Critical prices at which to make decisions around gas purchase/sale
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Distribution of possible outcomes on optimal decisions
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Optimal daily decision reports
Interested in risk advisory services for gas markets?
Click here
Interested in an in-house training course on gas swing and storage:
valuation, hedging, portfolio and network optimization?
Click here
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Overview
