Discover what’s driving your market risk.

Lacima’s market risk solutions provide advanced tools for assessing and managing risk across financial contracts, portfolios, and physical assets. By enabling comprehensive analysis of both value-based and cashflow-based market risk metrics, they deliver a detailed understanding of your risk exposure.

These solutions offer a clear view of market risk across a variety of dimensions such as commodity, region, and strategy. Flexible reporting and drill-down capabilities help you pinpoint risk hotspots in your portfolio and monitor how they evolve over time. Plus, advanced sensitivity analysis across all key Greeks ensures precise evaluation of your price and value exposures.

With Lacima’s market risk solutions, you can create detailed cashflow projections for physical assets and financial contracts across multiple timeframes to inform decision making. Assess the impact of hedging strategies on cashflows to optimise your risk management approach.

Flexible integration options allow you to import contracts, positions, and market data from existing systems, while robust audit trails to ensure transparency and compliance. You can also incorporate your own market and production forecasts to align metrics with your business outlook, providing tailored insights to guide your strategy.

Finally, simulate a range of scenarios to evaluate how changes in prices, positions, model parameters, and other factors may affect your risk exposure*.

* Available with Lacima’s optional ‘Stress Testing’ module.