Roles
Structuring & Origination
Helping Structurers and Originators quickly and accurately price new deals and understand the sources of risk to monetize their value
Your Structuring & Origination Challenges
Confidently pricing commonly traded derivatives such as futures, forwards, swaps, and options and complex deals to make profitable trading decisions
Analysing complex structures such as storage, swing and transportation deals, as well as tolling agreements & PPA’s in the power markets
Accessing detailed drilldowns to allow full understanding and explanation of the drivers of value.
Accurately representing valuations and Greek sensitivities based on the observed market price and volatility information
Using industry-specific models that account for mean reversion, jumps, seasonality and correlations in energy and commodity prices
Obtaining fast and accurate results even when calculating complex simulation-based pricing and risk sensitivities
Finding flexible tools to value derivative instruments used in power, gas, oil, coal, metals and soft commodities
Ensuring comprehensive results that calculate prices and all the relevant risk sensitivities
Structuring & Origination Opportunity
Maximise your profit potential by making more informed decisions using superior innovative analytics. Support decisions with accurate, timely information that can be deeply analysed to understand the drivers of the numbers so they can be explained to senior management.
Confidence comes from using specialised, award winning models and methodologies that reflect real world industry specific market dynamics enabling a wide range of energy and commodity derivatives to be valued quickly and accurately.
Structuring & Origination Solution
Lacima offers two solutions:Lacima Trader andLacima Analytics – providing a complete solution from trading to risk management using the same consistent models and methodologies tailored to the unique market dynamics and characteristics of energy and commodities markets. With Lacima, you can confidently price an extensive list of derivatives and analyse a wide range of structured trades.
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 SuccessCanadian Solar
Canadian Solar transitions to a new modelling approach with Lacima Trader.
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.