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Endur support in 2009
Project duration: 1 year
Brief description
Tasks in the Endur environment, including (in addition to operational tasks): introducing EEX coal futures in Endur; designing the mapping of interest risks in Endur; introducing interest derivatives in Endur; correctly mapping the deltas for foreign currency transactions in Endur. Introduction of spot transactions of BlueNext (European environmental trading exchange), power options and green power products in Endur. Cooperation by building a new procedure for physical positions.
Supplement
The necessary configurations are to be made in Endur for EEX coal futures, and scripting is to be expanded or enhanced. In order to map interest rate risks, all payment flows are to be made assessable. Before interest derivatives are introduced in Endur, all the relevant processes have to be checked to ensure that they are not faulty and that they function correctly for interest derivatives. Endur does not calculate the deltas for foreign currency transactions correctly, so a corrective attachment needs to be found here.
Subject description
Endur is to be made suitable for trading in contracts from the EEX coal forward market. The challenge is that the transactions (like all coal transactions around the world) are handled in USD and not in EURO, like other EEX transactions. Due to the turbulent market trends in 2008/2009, interest risks play an increasingly important role. If forwards are hedged with futures, interest repercussions can ensue from the various different processing modalities, even if the corresponding physical items are balanced. The aim is to make it possible to evaluate the interest that accrues each day. In order to safeguard against interest risks, Endur is also to be made suitable for trading in interest derivatives.
Overview
- Industries energy
- Specialist tasks energy supply, energy trade, Risk Management
- DV tasks standard software support
- System environment Business Intelligence, standard software: industry systems
- Procedure model Scrum
- Databases Oracle Database
- Development/ test tools Eclipse, Oracle SQL Developer,
- Standard software Endur
Project period01.01.2009 - 31.12.2009
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