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Endur support in 2012

Project duration: 1 year

Brief description

Tasks in the Endur environment include, among other things, a project for converting all Endur discount curves and FX curves, the planning and development of a user-defined simulation result, and advice on and implementation of the mapping of a complex formally priced gas delivery contract. Some analyses are also performed, among other things, a further development of the credit risk management, a migration from renewable certificates to more up-to-date certificate types, as well as the planning of an impending migration to Oracle-11.

Supplement

The conversion of all discount and FX curves requires extensive regression testing, as practically all transactions are affected here. The development of the simulation result in particular was new technical ground for the customer, as OpenJVS was used for the first time in this context.

Subject description

As the customer no longer regards EURIBOR and LIBOR as sufficiently risk-free, the discount curves and rates of exchange will be changed to an other source and a different mapping. Credit risk management should be switched over to newer standards, as should RECS, which was introduced in 2010 and will be replaced by HKN or GOO certificates.

Overview

Project period01.01.2012 - 31.12.2012

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Dr. Andreas Schneider, grauhaariger Mann mit Brille

Dr. Andreas Schneider

Sector Manager Energy

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