Stochastic Trade Valuation
Company
Small company trading power and gas in PJM.
Challenge
Provide straight through processing end-to-end solutions for a small company including pre-trade valuation, trade capture, confirmation, trade monitoring, and risk management.
SATURN
- Provided comprehensive straight-through processing platform and integrated trading workflows.
- Deployed advanced trade valuation with effective risk management and hedging capabilities.
- Streamlined time-consuming market updates, position management, and reporting.
Impact
- Improved pre-trade valuation, post-trade monitoring, and margins forecasting.
- Consolidated critical business management functions onto single platform.
- Generated substantial cost and time savings by eliminating multiple system licenses.