Lacima offers two solutions for players in the utility market: Lacima Trader and Lacima Analytics – providing a complete solution from trading to risk management using the same consistent power, gas, and renewable market specific models and methodologies to capture the unique characteristics of each market. In addition, stress testing and scenario analysis tools provide further insight and analysis capabilities.
Whether you are in Trading, Structuring & Origination or in Risk Management, use Lacima’s solutions to accurately value power and gas contracts, model physical generation assets, and support key decision making, by leveraging Lacima’s risk solutions to gain deep insights into the drivers of risk and how they change through time. Lacima calculates the full range of market and credit risk metrics including earnings-at-risk and gross margin-at-risk, as well as more standard risk management metrics such as Value-at-Risk (VaR) and Potential Future Exposure (PFE), for superior trading and risk management results.
Energy Traders, Structurers, and Risk Managers can enjoy a range of benefits including:
- Value and hedge your whole portfolio of power assets (including thermal, wind and hydro generation assets with wide ranging plant characteristics and constraints) and financial trading contracts to capture full portfolio value while minimising risk
- Flexibly model renewables assets using a range of different statistical models. Capture characteristics such as sub-hourly prices, negative prices, daily averaging, shaping and seasonality of generation (including for wind and solar).
- Analyse and drill down to the effectiveness of hedges for a portfolio of generation assets including coal, CCGT, nuclear, wind, hydro, solar etc.
- Optimise your whole portfolio by modelling physical constraints on generators like ramp rates, min up & down times, heat rates curves, fixed and variable costs, as well as outages across medium to long term timeframes.
