Solutions
Lacima Analytics
Complete valuation, optimisation and risk management solutions for Middle Office.
Your Valuation and Risk Management Questions
Where are my risk ‘hotspots’out of hundreds of curves traded and thousands of trades?
Why has my risk metric changed since yesterday?
What effect will market volatility and potential new trades have on my risk profile?
Can I obtain a single view of risk despite using multiple deal capture and risk systems?
Is there analternative to ‘off-system’ work arounds for structured trades not handled by my current system?
How do I reduce the ‘key person risk’ of our current in-house solution?
See your risks in 3D.
Gain a three-dimensional view of your risk with Lacima Analytics’ advanced‘valuation’,‘market risk’ and‘credit risk’ modelling tools.
Calculate and report on multiple market and credit risk metrics including Parametric VaR, Monte Carlo VaR and Historical VaR, Earnings-at-Risk/Gross Margin-at-Risk, Cashflow-at-Risk, Potential Future Exposure and more. Stress testing and scenario modelling functions allow risk managers to project impacts to value and risk to inform confident decisions.
Asset valuation and optimisation components capture costs and unique operational characteristics of physical assets including thermal and renewable power assets, gas swing and storage and cargo shipping.
The Lacima Analytics Solution
Act with confidence with Lacima Analytics.
Lacima Analytics is the leading industry acclaimed single application for multi – commodity, multi-geography and multi-currency valuation, optimisation, and risk management across a whole portfolio of physical assets and complex financial contracts. Power, gas, LNG, crude and refined products, ags, metals – we cover it all.
Comprising a range of specialised modules, Lacima’s flexible ‘à la carte’ approach lets you select just the modules you need to ensure a perfect fit for your analytics requirements for the lowest possible cost. This flexible modularised approach also makes enhancing your risk capabilities as easy as adding additional modules.Speak to the Lacima team today about tailoring a solution to your needs.
A wide array of data import/export options (manual entry, staging, Excel, CSV, custom and REST API) ensure flexible data connectivity with all your existing trading and risk systems as well as the ability to integrate analytics outputs with your business intelligence dashboards and reporting frameworks.
Benefits
- Comprehensive
A complete solution in a single application able to report multiple market and credit risk metrics including Delta VaR, Historic Simulation VaR, Monte Carlo VaR, Earnings-at-Risk/Gross Margin-at-risk/Revenue-at-Risk, Cashflow-at-Risk, Potential Future Exposure and more
- Consolidate your risk
Gain a consolidated view of risk across your business regardless of how many existing deal capture systems you may have
- Gain visibility
Drill-down and interrogate your data to identify and explain individual value and risk drivers
- Scalable
Employ a solution that’s designed to grow as your business expands, including into new commodities and geographies
- Proven
Methodologies developed by leading industry experts and trusted by global energy and commodities businesses for decades
- Consistent
Unified numerics underpinning our solutions ensure consistent analytics across trading and risk
- Perform stress testing
Perform stress testing on market prices, positions (add/remove trades or ‘what if trades’) and model parameters (e.g. change correlations, mean reversion factors, volatility functions)
- Flexible integration
A range of data exports/imports and API connectivity options allow flexible integration with existing deal capture, risk and business intelligence systems
- Transparency
Models are widely published
- Auditable
Retrieve and rerun past valuations ensure full auditability
- Supports multiple assets and markets
Supports power (thermal, hydro, wind and solar), gas, LNG, crude oil, batteries, crushing mills and other physical assets plus over 200 financial contract types
- Value-adding
Enables you to focus on value-adding activities like communicating the numbers to senior management and traders
- Efficient
Free up resources and remove error risk by removing reliance on manual processes
- Compatible
Lacima’s solutions are exchange, region, currency and asset agnostic, and configurable to your individual needs
- Performance-optimised
Mathematical models implemented by expert quants mean fast processing speeds
- Cost effective
No need to replace any existing deal and data capture systems
Valuation, Optimisation And Risk Analytics Modules
Lacima’s modular approach makes enhancing your risk analytics capabilities as easy as adding additional Lacima Analytics modules. Covering a variety of risk metrics and specialist market needs, modules include:
VaR
Lacima Analytics > VaR enables risk managers to better understand changes in the risk profile driven by incremental potential trades, and to explain with confidence day-on-day changes of the calculated Value-at-Risk. Comprehensive stress testing and scenario analysis functionality further enable enhanced reporting to senior management.
> More onLacima Analytics > VaR
Margin
Lacima Analytics > Margin helps energy market participants better manage margins across complex current and potential future portfolios. Detailed insights and reporting from the solution give participants the knowledge and confidence to hedge positions and manage liquidity risks effectively.
Renewables
Lacima Analytics > Renewables provides a comprehensive and efficient solution for valuation and risk management of both physical renewable assets andPower Purchase Agreements. The solution helps energy market participants analyse value and hedge risk at both an individual and portfolio-wide level.
> More onLacima Analytics > Renewables
LNG
Lacima Analytics > LNG, a complete solution for LNG portfolios, handles the analytical challenges facing LNG trading businesses. With scalable features and insightful dashboards, it integrates with deal capture, pricing and operations.
The LNG solution suite covers four integrated modules: Deal capture, Deal Analysis, Portfolio Analysis and Risk Analysis.
Insights.
Client SuccessCanadian Solar
Canadian Solar transitions to a new modelling approach with Lacima Trader.
Insights.
Client SuccessAustralian oil and gas refiner
Lacima Analytics implemented to risk manage a portfolio of derivative and physical refinery assets in Australia
Insights.
Client SuccessAustralian renewables generator
An Australian renewables generator has implemented Lacima Analytics for earnings-at-risk based metrics for wind generation in Australia
Insights.
Client SuccessSembcorp
Sembcorp is undertaking a multi-phase implementation of Lacima Analytics VaR, EaR, Credit Risk and Limit and Breach reporting for a global portfolio of financial contracts and physical assets including power, gas, oil, interest rates and FX. In addition, Lacima Trader>Storage is also being onboarded for the optimisation of gas assets.