Solutions / Lacima Analytics
Credit Risk
Calculate and understand your credit risk exposure.
Lacima’s credit risk solutions provide advanced tools for assessing and managing counterparty and margin exposure, helping energy and commodity market participants make informed trading and portfolio management decisions.
These solutions deliver comprehensive credit risk management, enabling you to calculate metrics such as Potential Future Exposure (PFE), credit Value-at-Risk (VaR), and margin within a single, powerful application. Tailored specifically for the complexities of energy and commodity markets, Lacima’s models ensure realistic and reliable credit risk assessments.
Dynamic scenario testing allows you to simulate price and position changes, providing detailed reports on potential outcomes.*
Proactively manage risk by setting exposure limits to receive alerts when thresholds are approached or breached.^ Analyse credit exposure by entity, counterparty, or netting agreement with realistic modelling to forecast risk with precision.
Lacima’s credit risk tools also support accurate margin estimation, calculating EEX margin requirements using ECC’s SPAN® methodology. Advanced margin analysis capabilities enable you to optimise cross-margining, understand key margin drivers, and simulate the impact of price and position changes on future margin requirements with dynamic ‘what-if’ modelling.
* Available with Lacima’s optional ‘Stress Testing’ module.
^ Available with Lacima’s optional ‘Limits and Breaches’ module.
Drill-down and report on your credit risk in multiple dimensions.

Specify current collateral holdings against a counterparty and
enter invoicing schedules for precise credit risk calculation.

Our Credit Risk Solutions
Lacima Analytics > PFE
Calculate PFE to individual counterparties over the full duration of a deal. Generate thousands of forward curves to model potential Mark-to-Market values with a powerful simulation engine. Drill down to identify the drivers of exposure to implement targeted risk mitigation strategies.
Lacima Analytics > Margin
Calculate EEX margin requirements for current and potential portfolios. Detailed margin insights and reporting provide the knowledge and confidence to hedge positions and manage liquidity risks effectively.