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Endur Credit Risk BAU
Project duration: 1 year, 4 months
Brief description
Short-term changes and error corrections (business as usual) in the credit risk area of Endur energy trade software. This includes identifying requirement of the departments, as well as error analysis, implementation in the Endur-native script language, AVS, as well as adaptation of database entries.
Supplement
Key risk figures are calculated by customers in Endur using AVS scripts they themselves have written, either at EOD or on an ad hoc basis. Exposure definitions from Endur Credit Risk Manager are used for deal selection; Endur simulations (standard and user-defined) are used to calculate the key figures on which this is based. Requirements in the BAU area include expanding key figure calculations to incorporate new products and changing the calculation logic for a key figure.
Subject description
Calculation of key risk figures, such as market-to-market, settlement exposure, potential future exposure for energy trading products, such as physical commodity transactions, futures and options on gas, coal or power.
Overview
- Industries energy
- Specialist tasks energy trade, Risk Management
- DV tasks standard software development
- System environment standard software: industry systems
- Procedure model Waterfall Model
- Standard software Endur
Project period21.03.2011 - 13.07.2012
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