Solutions / Lacima Analytics / Core, Integration & Controls

Core

 

The foundation for energy & commodity risk, valuation, & portfolio analytics.

Your Core Risk & Valuation Questions

How can I run robust energy or commodity risk and valuation analytics without investing in unnecessary complexity or cost?

What can I do to ensure our teams always work from trusted data, curves and models without manual rework?

How can I establish a consistent analytical foundation for valuation, pricing and risk across my entire portfolio?

Is there an application flexible enough to scale and adapt with specialised modules when needed to suit my specific needs?

Is it possible for me to remove spreadsheet dependency and consolidate workflows into one auditable, analytical environment?

How can I connect external data sources into my risk application?

A graphic depicting the different modules available in Lacima Analytics - A comprehensive, powerful valuation and risk analytics solution for Front and Middle offices with best-of-breed capabilities across Valuation, Credit Risk and Market Risk for energy and commodities markets.

At the heart of Lacima Analytics is the foundational Core module which provides the necessary models, pricing, reporting, data management, and security which support the essential risk management and valuation operations in Lacima Analytics, and underpin all other modules.

Lacima Analytics’ core capabilities deliver immediate value together with any additional specialised modules needed to meet your specific requirements. This flexible, modular approach can adapt as your needs evolve and minimises costs by ensuring you don’t pay for functionality you don’t need.

Our Core Risk & Valuation Solution

Lacima Analytics’ Core module provides a unified analytical foundation for enterprise risk and valuation, supporting the full lifecycle from data ingestion and model calibration to forward curve construction, simulation, pricing, portfolio analytics and reporting.

It brings together modelling, valuation and simulation within a single, governed environment, enabling consistent analytics across Front, Middle and Back Office teams. All workflows are transparent, auditable and fully controlled, giving you confidence in both day-to-day valuations and strategic risk decisions.

Core is designed to scale with your organisation – supporting current requirements while providing a robust platform on which more specialised analytical and risk management capabilities can be added over time.

 

A comprehensive yet intuitive interface simplifies
valuation, simulation and risk analysis.

  • The Forecast Curves screen in Lacima Analytics showing forward curve modelling for energy and commodity markets.

Lacima Analytics’ Core module delivers:

  • A single, consistent analytical framework across portfolios, markets, and teams
  • Advanced risk factor modelling & parameter estimation calibrated to observed market behaviour
  • Scalable performance for enterprise-level portfolios and simulations
  • Enterprise-grade governance, auditability and access control across all workflows
  • A future-proof foundation that can be extended with specialised modules as needs evolve

Choose Core as a standalone analytical foundation or build on it now, or over time, to tailor the platform to your specific risk, valuation and reporting requirements.

The Core Risk & Valuation Features

Visualise analytically derived forward curves to support
valuation, simulation and risk decisions.

  • Forward curve visualisation illustrating analytically-derived price projections for energy and commodity markets.

  • Market & Curve Data Management
    Store, organise and manage forecast curves, proxy curves, interest rates, quotes and spot data in a consistent, governed framework.
  • Forward Curve Builder
    Generate and profile detailed forward and forecast curves down to 15 minute granularity using market quotes and historical spot prices.
  • Model Parameter Estimation
    Estimate volatilities, correlations, mean reversion and jump diffusion parameters from historical data at any granularity.
  • Contract & Portfolio Management
    Support 80+ standard contract templates and construct portfolios using user-defined rules and filters for consistent valuation and reporting.
  • Simulation Engine
    Run model-consistent Monte Carlo simulations for derivative valuation and risk metrics including VaR, PFE and Earnings-at-Risk.
  • Pricing & Payoff Calculations
    Calculate revenues, costs, volumes and profit across standard contract types using transparent, auditable payoff functions.
  • Integration & Data Ingestion Tools
    Import spot data, forward quotes and curves, and contracts via API*, CSV or staging database with built-in validation and automation options.
* With Lacima’s optional ‘Automation’ module.

Related Solutions

Lacima Analytics > VaR
Calculate Value-at-Risk, Greeks and probabilistic risk metrics using model-consistent Monte Carlo and parametric approaches.

> More on VaR

Lacima Analytics > EaR
Analyse cashflow-based risk metrics including Earnings-at-Risk and Revenue-at-Risk across portfolios and scenarios.

> More on EaR

Lacima Analytics > PFE
Model counterparty credit exposure over time using simulation-based Potential Future Exposure.

> More on PFE

Lacima Analytics > Advanced Models
Extend core modelling with historical simulation, spike regimes and non-linear techniques to capture complex market behaviour.

> More on Advanced Models