SearchSolutions / Lacima Trader
Storage
Structure, value and hedge gas storage assets.
Your Gas Storage Questions
What are the intrinsic and extrinsic values of a gas storage facility?
How do I identify risk/return characteristics when assessing investment suitability?
How can I determine the optimal value and dispatch of a storage asset and how it may change over time?
How do I identify the hedges required to risk manage my storage assets?
How do I calculate value under different frameworks like basket-of-spreads, rolling intrinsic and spot optimal?
How can I identify the actions needed to drive trading and asset management decisions?
How do I assess the impact of shocks and scenarios on the value of my storage asset?
How can I monetise my storage assets?
Our Solution: Storage
Structure, value and hedge gas storage assets and identify the trades required to rebalance a storage portfolio to maximise profit with Lacima Trader > Storage.
Develop a bespoke, agile gas storage solution, and quickly adjust in response to evolving market dynamics and operational considerations. Evaluate gas storage asset value under multiple different frameworks.
Get up and running quickly with simple implementation and a familiar Microsoft Excel–based interface. Designed to work seamlessly within your existing trading processes and provide easy-to-understand, actionable insights. Drill down capability allows you to look beyond the numbers to uncover drivers of value and risk.
A range of valuation methods are used to provide not only accurate
valuations but also insights into the value drivers.
Features: Storage
Outputs include valuations, cashflows, and optimal hedge positions.
- Simulate prices and produce real-world, actionable outputs including optimal hedge positions, individual trade P&L and a full set of Greek sensitivities
- Drill down from model to underlying trades to identify components of deal value and optimal daily injection/withdrawal
- Includes a broad range of valuation methodologies such as intrinsic, rolling intrinsic, spot optimisation and basket of spread options
- Full simulation of forward prices using a multi-factor model
- Identify trades required to rebalance to optimal position for monetisation of trading strategies with the trade blotter
- Calculate intrinsic and extrinsic value and the full distribution of value
- Decompose P&L into physical and financial value
- Evaluate strategies through time using historical price data or user-defined forecasts
- Supports delta hedging strategies to allow full option value monetisation
- Perform Front Office analysis with the same models as the risk team when used in conjunction with Lacima Analytics
- Get up and running fast with a range of pre-built templates
- Easily customise analysis with Excel’s familiar interface
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