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EULER
an ETRM solution
done by risk professional
for risk professionals!


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A risk system for power & gas trading that actually works!

SETTINGS

NO SETUP. READY TO BE USED.

Just configure your locale, your book structure with risk limits and start to use it. Real connect and play.

Euler ETRM is able to handle:

  • A multy-legal entity enterprise group structures
  • A multi-currency deals and multi-currency reporting
  • A multi-timezones exposure
  • Different user's pemission levels
If needed, private quotes and price curves

  • EEX, EPEX, GME, LAGIE, HUPX, IBEX, OMIE, EPIAS, ICIS, PEGAS, JAO, SEECAO...
  • Arbitrage free maximum granularity and maximum smoothness valuation curves are automatically calculated
  • A formula editor can be use to manipulate official spot and forward price quotation
  • All curves can be easily visualized, compared, downloaded
  • If needed, users can upload and update private price quotation

DATA MINING

AUTOMATIC MARKET DATA.

Without you doing anything, Euler automatically downloads prices from major price feed sources

  • EEX, EPEX, GME, LAGIE, HUPX, IBEX, OMIE, EPIAS, ICIS, PEGAS, JAO, SEECAO...
  • Arbitrage free maximum granularity and maximum smoothness valuation curves are automatically calculated
  • A formula editor can be use to manipulate official spot and forward price quotation
  • All curves can be easily visualized, compared, downloaded
  • If needed, users can upload and update private price quotation

DEAL CAPTURE

REALTIME P&L AND REPORTING

Always up to date. The book structure is marked and remarked as soon as new data arrives

  • Automatic connection with major energy trading platforms
  • Power, Gas and Certificates deals
  • Wide range of deals: spot, forward, futures, swaps, contract for differences, profiles, interconnection capacity, physical assets
  • Fixed price (flat and shaped) and indexed price
  • Flat volume and custom profile volume (hourly, daily, weekly, monthly, peak/off-peak)
  • Financial and physical exposure reports

  • Avoiding long "job" is Euler's primary concern. When a "job" can not be avoided, it must lasts seconds, not hours
  • Self-calibrating Monte-Carlo multicommodity simulation engine with diagnostic tool
  • Market Risk: Monte-Carlo VaR and PaR, parametric, marginal, incremental, component VaR
  • Credit and Counterparty risk: Monte-Carlo Cash Flow at Risk, settlement and replacement value calculation, PFE and CVA

RISK

AUTOMATIC RISK ANALYTICS

Cutting edge risk analytics. With a never seen calculation speed

  • Avoiding long "job" is Euler's primary concern. When a "job" can not be avoided, it must lasts seconds, not hours
  • Self-calibrating Monte-Carlo multicommodity simulation engine with diagnostic tool
  • Market Risk: Monte-Carlo VaR and PaR, parametric, marginal, incremental, component VaR
  • Credit and Counterparty risk: Monte-Carlo Cash Flow at Risk, settlement and replacement value calculation, PFE and CVA

SETTLEMENT

INVOICE CYCLES UNDER CONTROL

Check passive and engage active invoicing for all wholesale and trading activity

  • Monthly reports on account payables per deals and per counterparty
  • Monthly reports on account receivables per deals and per counterparty
  • Feed the ERP systems throught Euler's API

  • Commercial deals
  • Interconnection capacity
  • Generation assets
  • Load declarations

SCHEDULING

AUTOMATIC XML GENERATION

Support for nomination and scheduling activities on major South East Europe markets

  • Commercial deals
  • Interconnection capacity
  • Generation assets
  • Load declarations

COMPLIANCE

AUTOMATIC REPORTING

Euler is able to manage the entire EMIR/REMIT workflow

  • Automatic reporting of selected deals to mapped Trade Reporting and Registered Reporting Mechanisms
  • Automatic feedback from TR and RRM

Manage your custom data

  • Spot curves
  • Forward quotes
  • Deals
Programmatically access all your data
  • Arbitrage free maximum granularity and maximum smoothness valuation curves
  • Exposure and P&L reports
  • Risk reports and analysis

API

FULL OPEN INFRASTRUCTURE

Access your data from everywhere

Manage your custom data

  • Spot curves
  • Forward quotes
  • Deals
Programmatically access all your data
  • Arbitrage free maximum granularity and maximum smoothness valuation curves
  • Exposure and P&L reports
  • Risk reports and analysis

GET YOUR P&L AUTOMATICALLY.
TODAY.

More info

WHERE WE ARE

It is possible to easily reach our headquarters by car: exit recommended A4 motorway toll gate Padova Zona Industriale, ample parking possibilities in the area; from the train station directly by bus number 14.



Address : Viale del Lavoro, 14 - 35020 - Ponte San Nicolò (PD)
Phone : +39 049 775219
email: info@phinergy.biz

CONTACT US



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