Lacima Webinar Series
Deal Valuation & Portfolio Risk Management with Lacima
With the recent unprecedented volatility in the European and Asian energy markets the ability to price structured power and gas trades, to take advantage of the volatility, and the ability to manage the risk for portfolios of energy trades is front and centre in the minds of all market participants. With its award-winning valuation & risk management solutions, Lacima – as part of EEX group - has a range of tools to address these market needs.
The Lacima Trader suite of Excel add-ins enables front office traders to conduct deal valuation, analysis, structuring, and simulation, enabling them to take advantage of the volatility in European & Asian markets. These tools are designed to value a wide range of deals, yielding meaningful insights with the ability to drill down into detailed outputs – allowing the user to analyse, understand, and explain the sources of value.
The Lacima Analytics Value-at-Risk (VaR) offering gives full visibility into the sources and drivers of risk in client’s portfolios. Users can explain, with confidence, the portfolio risk hotspots, day-on-day changes in VaR, and how VaR changes with potential trades. In addition, the comprehensive stress testing and scenario analysis functionality allows the risk manager to better communicate risk exposures to senior management.
Over the next weeks and months, EEX Group will be hosting a series of webinars focused on Lacima’s solutions to discuss a number of issues faced by market participants in today’s volatile markets, and how they can be addressed with the expertise and offering of Lacima.
The webinar will be free of charge.
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
Save the webinar to your calendar!
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 | |||||
|---|---|---|---|---|---|
| 2022-10-18 | Webinar Privacy Notice | pdf (170 KB) | |||