Generation Asset Analytics and Risk Management

London
6 - 7 February 2013

*New York 13 & 14 February 2013
*Please note that the New York course has been cancelled!

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In association with:

Learning outcomes:

• The latest methodologies for modelling energy prices, including single factor, multi factor and hybrid models
• Explore various numerical techniques to value options, model assets and measure risk
• Effectively analyse wind and hydro assets
• How to treat generation assets as 'real options'
• Determine the effects of operational constraints and emissions on the value of generation assets
• Measure the risk in portfolios that contain generation assets and financial contracts
• Accurately 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

Dr Chris Strickland
Director, LACIMA GROUP

Pierre Lebon
  Senior Consultant, LACIMA GROUP

Course highlights:

• Apply the latest approaches for modelling energy prices
• Practical lessons on calibrating models and implementing Monte-Carlo simulations
• Value generation assets
• Hedge portfolios of generation assets with standard contracts
• Implement risk metrics across physical and financial portfolios
• Highly interactive, workshop-based training