Energy Trading and Risk Management

Start des Workflows/Prozesses.

Retrieve current market spot prices and forward curves from the Market Data model.

Create a new trade entry in the Trade Ledger model with details like volume, price, and counterparty.

Calculate the unrealized profit or loss by comparing trade price against current market prices.

Update the status of a trade entry from 'Pending' to 'Confirmed' or 'Settled'.

Aggregate all active trade volumes to determine the total net position for a specific commodity.

Execute a complex formula using historical volatility and position size to estimate potential loss.

Create a task for the Risk Manager to review trades that exceed predefined VaR limits.

Retrieve the remaining credit capacity for a specific counterparty from the Counterparty model.

Compare current trade value against the retrieved counterparty credit limit.

Send an automated email to the counterparty with the trade details for confirmation.

Create a task for the settlement team to initiate the movement of funds based on the trade date.

Sum the total energy volume (MWh/Bbl) traded during the current business day.

Create a comprehensive End-of-Day report summarizing PnL, Exposure, and Limit Breaches.

Delete a trade entry from the ledger in the event of a manual entry error (requires audit trail).

Send an urgent SMS to the Head of Trading when a real-time risk threshold is breached.

Ende des Arbeitsablaufs/Prozesses.