Generation Asset Analytics and Risk Management

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.