SearchSolutions / Lacima Analytics
Valuation
Address energy and commodity-specific characteristics in valuing even complex instruments.
While some ETRMs may offer basic Mark-to-Market valuation and P&L Attribution metrics, they typically do not address energy and commodity-specific characteristics, nor do they accommodate more complex or non-standard deals. They also lack the ability to drill down into the numbers to help users understand what’s driving them.
Lacima’s valuation modules overcome these limitations by handling simple trades to highly customised contracts and offering detailed insights into value drivers. They support a wide range of physical assets and financial agreements, including power plants, gas storage, futures, options, and PPAs, ensuring accurate valuations across diverse scenarios.
Gain a deeper understanding of price and value sensitivities with full Greek coverage, including Delta, Gamma, Theta, Vega, and Rho. Analyse individual portfolio attributes to assess their impact on overall value and performance for stronger control and insights across your portfolio.
Additionally, you can track historical and current metrics to identify key drivers of P&L changes, for greater visibility into portfolio dynamics and performance trends.
Drill-down and report on value in multiple dimensions.
Integrate data outputs with a business reporting solution to interact
with your valuation data and better understand the drivers.
Our Valuation Solutions
Lacima Analytics > Valuation (MtM)
Produce accurate Mark-to-Market valuations that account for the intricate features of energy and commodity market instruments. Quickly and accurately calculate Mark-to-Market values, Greeks, and positions for any asset or financial contract using a range of trusted, industry-leading valuation models.
Lacima Analytics > P&L Attribution
Provide robust daily P&L Attributions for deep insights into what’s driving your profitability. Decompose your portfolio to understand where value is coming from and how it changes over time. Compare performance over any period, analyse sensitivities like Delta, Gamma, and Theta, and customise reports to suit your needs.
