Lacima Webinar Series
Lacima webinar 2024
Pricing and risk management of Power Purchase Ageements ("PPAs") for renewables
Date: Tuesday 6 February 2024 – 10 am CET
As the importance of wind and solar assets continues to grow, new contracts have emerged to monetise and risk manage these assets, most notably Power Purchase Agreements (“PPAs”). With PPAs now comprising substantial portfolios, the ability to price structured PPA trades, and the ability to manage the risk for portfolios of energy trades, including PPAs along with more traditional assets and standard hedge instruments, is front and centre in the minds of market participants. With its award-winning valuation and risk management solutions, Lacima - as part of EEX Group - has a range of tools to address these market needs.
Featuring analysis from Lacima Analytics, this webinar will showcase how Lacima Analytics provides the ability to both value PPA structures as well as calculate risk exposures for both hedged and unhedged portfolios.
By attending the webinar, you will learn:
- price PPAs
- Calculate risk exposures for PPAs
- Analyse the relevance of different hedge scenarios
Webinar series 2022
Lacima Webinar 1
Capturing the value in gas swing contracts in the European markets
Date: Tuesday Oct 25th – 10 am CET
With the recent unprecedented volatility in the European gas markets the ability to price and hedge structured gas trades, to take advantage of the volatility, is front and centre in the minds of all market participants.
- Understanding fixed price and index contracts
- Modelling approaches to capture value
- Valuation, greeks & implied physical profile
- Intrinsic vs extrinsic values
- Distribution of values
Lacima Webinar 2
Understanding the value of flexibility in structured LNG trades
Date: Tuesday 8th November, 10 am SGT
The growth of LNG spot markets and the proliferation of LNG facilities have increased optionality around physical delivery while new flexibility clauses make understanding the value of a deal with embedded optionality increasingly important.
- What are the types of flex in structured LNG deals?
- Approaches to valuing an LNG deal structure
- Intrinsic vs Extrinsic value
- Decomposing value into the individual flex components
- Additional value from combining flex terms
- Greeks for hedging
Lacima Webinar 3
Profiting from spreads between European gas hubs
Date: Tuesday Nov 22nd – 10 am CET
The occurrence of transportation contracts have grown in the European gas markets to take advantage of the volatility and changing spreads.
- Gas transportation contracts in inter-connected markets
- Simple A to B transport contracts
- Area D type contracts
- How to model multiple gas markets
- Valuation, greeks & implied physical profile
- Intrinsic vs extrinsic values
Lacima Webinar 4
Measuring risk in power & gas portfolios – understanding hotspots & gaining insights
Date: Wednesday Feb 8th – 10 am CET
With the recent volatility in the European power and gas markets the ability to measure the risk for portfolios is key to managing volatility.
- Where are the hotspots in my portfolio
- How much and why has my risk metric changed since yesterday
- How does the risk profile of the portfolio change with an extra potential trade and by how much
- How to perform stress tests and scenario analysis on risk calculations
We look forward to seeing you online. Should you have any questions, please feel free to contact info@lacimagroup.com
| Privacy Notice | |||||
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| Publishing date | Title | File | |||
| 2022-10-18 | Webinar Privacy Notice | pdf (170 KB) | |||