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Credit Risk
Calculate and understand your credit risk exposure.
Lacima’s credit risk solution provides advanced tools for assessing and managing counterparty exposure, helping energy and commodity market participants make informed trading and portfolio management decisions.
Delivered through Lacima’s Potential Future Exposure (PFE) module, the solution delivers comprehensive credit risk management, enabling you to calculate metrics such as Potential Future Exposure (PFE), credit Value-at-Risk (VaR), and other key measures of counterparty risk within a single, powerful application. Tailored specifically for the complexities of energy and commodity markets, Lacima’s models ensure realistic and reliable credit risk assessments.
Dynamic scenario testing allows you to simulate price and position changes, providing detailed reports on potential outcomes.*
Proactively manage risk by setting exposure limits to receive alerts when thresholds are approached or breached.^ Analyse credit exposure by entity, counterparty or netting agreement with realistic modelling to forecast risk with precision.
Explore Lacima Analytics’ Potential Future Exposure (PFE) module to learn more about the capabilities available for comprehensive credit risk analysis and management.
* Available with Lacima’s optional ‘Stress Testing’ module.
^ Available with Lacima’s optional ‘Limits and Breaches’ module.
Drill-down and report on your credit risk in multiple dimensions.
Specify current collateral holdings against a counterparty and
enter invoicing schedules for precise credit risk calculation.
Related Solutions
Lacima Analytics > PFE
Calculate PFE to individual counterparties over the full duration of a deal. Generate thousands of forward curves to model potential Mark-to-Market values with a powerful simulation engine. Drill down to identify the drivers of exposure to implement targeted risk mitigation strategies.
Lacima Analytics > VaR
Easily and accurately determine Mark-to-Market value, Value-at-Risk, Greeks and position of any asset or financial contract type with a range of industry-leading valuation models.
