SearchThe below webinars have already been held – for upcoming webinars please see our events page.
With recent unprecedented volatility in 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.
Aiming to explore this in more detail, EEX Group and Lacima partnered to host a series of webinars focused on issues faced by market participants in today’s volatile markets, and how they can be addressed with solutions and expertise from Lacima.
Webinar 1 – Capturing the value in gas swing contracts in the European markets
With the recent market volatility, the ability to price and hedge structured gas trades to take advantage of the volatility, is a key focus for market participants.
Webinar focus areas:
- Understanding fixed price and index contracts
- Modelling approaches to capture value
- Valuation, greeks & implied physical profile
- Intrinsic vs extrinsic values
- Distribution of values
Webinar 2 – Understanding the value of flexibility in structured LNG trades
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.
Webinar focus areas:
- 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
The occurrence of transportation contracts has grown in the European gas markets to take advantage of the volatility and changing spreads.
Webinar focus areas:
- 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
With the recent volatility in the European power and gas markets, the ability to measure the risk for portfolios is key to managing volatility.
Webinar focus areas:
- 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
How can we help?
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.
For more information on how Lacima’s solutions can support you, please reach out to the Lacima team below.
