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Valuation (MtM)
Industry-leading Mark-to-Market (MtM) valuation for energy and commodities players.
Your Valuation (MtM) Questions
How do I determine the value of complex energy/commodity deals to inform my decisions?
How do I integrate valuations into my existing business-wide business intelligence reporting frameworks?
How can I accurately determine daily Mark-to-Market value of my portfolio given market uncertainties?
Is it possible to calculate a single portfolio value across all my different systems, asset/contract types or regions?
Can I find a single analytics solution that’s comprehensive and flexible enough to handle the variety and complexity of all my assets and financial contracts?
Can I drill-down into my analysis to not just understand what my deal or portfolio value is, but what is driving the value?
For businesses involved in energy and commodities, accurately calculating Mark-to-Market value is challenging given the variety and complexity of the contracts, physical assets and financial agreements typically found in their portfolios. Yet doing so is vital as not only helps inform trading decisions, but accurate value calculations underpin other key analytics needs such as market risk, credit risk and P&L attribution.
Our Valuation (MtM) Solution
Purpose-built for the unique needs of businesses involved in energy and commodities industries. Easily and accurately determine Mark-to-Market value, Greeks and position of any asset or financial contract type with a range of industry-leading valuation models. Run different scenarios to assess how changes in price, position and model parameters market may affect the Mark-to-Market value for your portfolio, or a specific sub-set*.
Flexible configuration options and a wide range of input/output options ensures a perfect match to your unique needs.
Aggregate information from multiple deal capture/ETRM systems to achieve a single view of value across your entire portfolio, regardless of the number of individual deal and risk systems you use, the number of asset/contract-types, regions, or portfolio size.
Then, integrate Lacima’s analytics outputs into your existing business intelligence system for consolidated, holistic trading and risk management reporting.
* With Lacima’s optional ‘Stress Testing’ module.
View your valuation data in different dimensions and drill-down to uncover value drivers.
The Valuation (MtM) Features
Integrate data outputs with a business reporting solution to
interact with your valuation data to understand the drivers.
- Value single contracts or whole portfolios
- Compatible with a wide range of physical assets including thermal, hydro, solar and wind power plants, and gas storage facilities
- Supports over 80 financial agreements and contract types including futures, swaps, options, complex hedging contracts, swing, virtual storage and tolling agreements/PPAs
- Drill down and report value by multiple groupings including commodity, region, market, desk, strategy, trader, risk factor and trade – or any user defined attribute
- Choose the output type to make sure valuations meet your needs including regular MtM, face value and contract volume
- Calculate price and value sensitivities with a full range of Greeks including Delta, Gamma, Theta, Vega, and Rho
- Flexible data connectivity allows easy ingestion of contracts and positions, market data and other relevant inputs
- Review historical analysis inputs and outputs including position information, forward curves, and model parameters used in the original analysis for auditing purposes
Related Solutions
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.
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.
