This is one of 4124 IT projects that we have successfully completed with our customers.How can we support you?
Preliminary analysis for the creation of a data warehouse (DWH) for risk management
Project duration: 8 months
Brief description
Creating requirements specifications for risk reporting on the basis of an SQL Server-based data warehouse solution for an energy trading company. A value-at-risk calculation is implemented as a prototype for an electricity portfolio for evaluation purposes.
Supplement
The technological basis is the new DWH technology made available by the Microsoft SQL server 2005. This provides all the necessary functions, from connection and ETL functions for filling a DWH database, through analysis services for creating OLAP cubes, to solutions in the area of reporting and report allocation. In the initial pilots, the main question was where in the ETL process the key figures calculation should take place.
Subject description
The area of risk reporting is an important component in the deregulated energy trading market. Efficient risk control requires daily reports presenting the risks associated with the energy product traded, from the perspective of the portfolios and the portfolio owners (internal / external) and at different levels and in different granularities.
Overview
- Industries energy
- Specialist tasks energy supply, Risk Management
- DV tasks Data Warehouse
- System environment Business Intelligence
- Procedure model PTA project manual
- Databases MS SQL Server
- Development/ test tools MS Visual Studio .NET
Project period01.02.2006 - 15.10.2006
Have we sparked your interest?
Contact
PTA GmbH Head Office
Weberstraße 2-4
D-68165 Mannheim
© Copyright 2024 PTA GmbH | All rights reserved | Imprint | Privacy | Legal notice | Values & Code of Conduct
