January 2012 Newsletter: Spotlight on VaR

18/01/2012

In this edition, we feature the following stories:

Featured solution: VaR

VaR is the most widely used risk metric in energy markets. Discover the advantages of using Lacima’s VaR solution over spreadsheet based tools.
    
Commodities Now interviews Lacima


Is VaR relevant for portfolios of complex financial contracts linked to physical assets? Lacima puts forward the reasons why this risk metric if used in isolation has serious limitations for power companies.
    
FAQs: VaR

We present answers to frequently asked questions on how Lacima’s VaR solution works to significantly extend your risk management capabilities.
    
Lacima at European Gas Market Forum

Lacima will present at this event, focused on supply, origination, trading and contract optimisation in gas markets.

Risk Markets Technology Awards 2019 - Lacima Pricing and analytics Commodities RiskTech 100 - 2019 EnergyRisk Software Rankings Winner 2019