Case Studies

ENERGY TRADING (ETRM)

• Day 1 Risk Reporting for Merger

Issue
Client was merging with another energy trader, requiring Endur data to be merged into the ZaiNet trade capture system. As soon as the final permit was issued by the federal government, the trading companies would be merged. Although the Endur data was successfully set to feed and refresh into the ZaiNet system, the Client's merged market risk reporting was not prepared to report for Day 1 reporting of the merged companies. 

Solution 
› IT Clean Team Member for the NRG GenOn Merger: Handle all Excel re-mapping for Market Risk reporting Day 1 Post Merger (under intense time pressure - days, not weeks or months) 
› Reports Impacted: Corporate Total Position, Corporate Daily Change, Coal Burn Daily Change, Total Position, Daily Change, Baseload, Commops, Commops Change, Asset Hedge Monthly, Incremental Monthly, Capacity Position, Coal Position, Total Position, Daily Change, Capacity Position, Coal Position, Corporate Hr Pos Mwhrs, Corporate Hr Pos Mw, Corporate Natgas Equiv, Hr Pos Mwhrs, Hr Pos Mw, Natgas Equivalent, Pjm Zonal Report, Hr Pos Mwhrs, Hr Pos Mw, Natgas Equivalent, Pjm Zonal Report, Corporate Hr Pos Mwhrs, Corporate Hr Pos Mw, Corporate Natgas Equiv, Hr Pos Mwhrs, Hr Pos Mw, Natgas Equivalent, Hr Pos Mwhrs, Hr Pos Mw, Natgas Equivalent, Mtm, Mtm Change 
› Reconciled databases for Endur to Zainet conversion for Market Risk related data. 
› Developed new mid-office Risk reports in Excel utilizing SQL Server Data Cubes. 

Benefits 
› Client was ready for Day 1 market risk reporting with merged ETRM data with very short notice of the actual Day 1 Date. 

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