Risk Management Software for Energy Trading (RMSW)

The aim of the project is to procure standard risk management software for SBB’s energy trading department. The solution is intended to support in evaluating and analysing risks in the electricity market. An energy trading module is out of scope and therefore not part of the procurement project. The risk management solution should have functionalities such as:

· Monitoring of risk measures such as value-at-risk (VaR)

· Producing reports

· Mapping counterparty risks

The full procurement object can be found in the tender documents.