Generation Asset Analytics and Risk Management

New York
16 & 17 September 2010

London
21 & 22 September 2010

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In association with:

Learning outcomes:

• The latest methodologies for modelling energy prices (single factor, multi factor and hybrid models)
• Various numerical techniques to value options, model assets and measure risk
• How to effectively analyse wind and hydro assets
• How to treat generation assets as 'real options'
• How to determine the effects of operational constraints and emission on the value of generation assets
• How to measure the risk in portfolios that contain generation assets and financial contracts
• How to calculate important risk metrics such as value at risk, earnings at risk, revenue at risk, gross margin at risk and potential future exposure
• Gain practical experience in using industry leading models developed by Lacima

Testimonials

"The Lacima guys always strive to give great value, and over the years I've never seen them fail. This time was no exception" - Michael Biafore, Principal (volatility trading), BARCLAYS

Course dates & venues

Course tutors

LONDON & NEW YORK

Dr Chris Strickland
Director, LACIMA GROUP

Dr Robert Dykstra
Principal Consultant, LACIMA GROUP

Course highlights:

• Apply the latest approaches for modelling energy prices
• Value thermal generation assets
• Value wind and hydro assets
• Value and hedge portfolios of generation assets with standard contracts
• Implement risk metrics across physical and financial portfolios
• Gain practical experience of using Lacima's models