Integration of trading functions
Integration of trading functions with retail and origination verticals on a European basis
Problem solved
Automation of the representation of retail and origination activities in the client's ETRM system. Automated aggregation, position transfer and ongoing reconciliation of deals in the client's book/portfolio structure. Support for segregation of different types of risk in conformance to each book's trading mandate. Significant simplification of position management and hedging processes.
Our competitive advantage
Our domain expertise allowed us to interact directly with the business stakeholders to design an architecture able to proactively support risk management activities related to sales and origination flows from multiple European markets and map them to the client's complex book structure efficiently and automatically.
Results
- Automated representation of the activities of retail and origination verticals in the ETRM system of a European multi-national group.
- Design and implementation of a target operating model efficiently segregating volume, imbalance and market risks in separate portfolios. Design and implementation of an Energy Data Management system to manage time series associated with different levels of forecasted and actual consumption (based on Artesian).
- Implementation of a configurable reconciliation process aggregating transactions according to volume and price criteria and adjusting them in an ongoing fashion with appropriate position transfers and ongoing computation of weighted average prices.
- Standardisation and automation of the approach to the segregation of different types of risk across different books.
- Automation of the representation of open positions giving rise to market exposure to support hedging for the underlying commodities.
- Integration with multiple CRM systems to capture retail and origination activities in an ongoing fashion.
- Increase of transparency of sales and origination activities across the group improving support for up to date computation and reporting of PnL and risk measures (PaR, VaR, Open Position).
I beneficiari
- Risk manager
- Portfolio manager
- Originator
- Credit manager
- Trading manager
- Traders
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