New applied risk management series: gas storage valuation strategies

16/11/2017

16/11/17

Lacima is pleased to announce its collaboration with Energy Risk magazine with writing a new "Applied Risk Management" series of articles.  

In this first article, "Gas Storage Valuation Strategies" in Energy Risk magazine's November 2017 edition, the team from Lacima look at the valuation of gas storage facilities and show how a deeper analysis of the value formation can offer insights for P&L optimisation and risk management.

Read how for organisations that structure and trade gas storage contracts, deriving the intrinsic and extrinsic values of the contracts is just one part of the analysis needed to support trading activity. Traders and originators are often tasked with explaining the sources of the value to senior management so they need to understand the hedging implications, and finance and back-office teams might need to understand the exposures and cashflows associated with the operation of a storage facility.

For more information, please see the November edition Energy Risk magazine on-line or in print. 

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