Generation Asset Analytics and Risk Management

Course

In (USA)

£ 3,505.24 VAT exempt

*Indicative price

Original amount in USD:

$ 4,299

Description

  • Type

    Course

  • Duration

    2 Days

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.
Suitable for: Heads, directors, managers and business analysts of: Quantitative analysis. Risk management. Risk modelling. Structuring. Valuation. Power asset optimisation. Portfolio optimisation.

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Reviews

Teachers and trainers (1)

Dr Chris Strickland

Dr Chris Strickland

Director, LACIMA Group

Course programme

Generation assets can be treated as real options. They have uncertain cash flows along with operational flexibility which can be used to maximise their value. However, generation assets also have some of the most complex operational constraints. These constraints make it difficult for energy organisations to accurately value their whole fleet of power plants and to know how their operation will affect the distribution of their earnings, cash flows and revenues.

Operational constraints have been traditionally difficult to incorporate into at-risk calculations. Furthermore, it can be a challenge to achieve valuation and risk analysis across an entire portfolio of generation assets.

By attending this two day course, you will gain a broad overview of different price models and numerical techniques to allow you to value and manage a portfolio of thermal, wind, and hydro generation assets along with standard power contracts.

You will learn how to delta hedge assets, calculate a variety of risk metrics such as Value at Risk, Earnings at Risk, Potential Future Exposure, and how to analyse these risk metrics.

By the end of the course, Lacima’s tools will help you to more effectively manage portfolios of generation assets.

Generation Asset Analytics and Risk Management

£ 3,505.24 VAT exempt

*Indicative price

Original amount in USD:

$ 4,299