RWE Develops and Deploys an Automated System for Natural Gas and Power Trading and Risk Management

Groups within RWE used disparate tools for trading and risk management, including purpose-built software and spreadsheets. Because the tools sometimes yielded different results, analysts had to perform tedious manual checks to ensure accuracy. Further, the tools could not handle nonlinear models, and model updates involved weeks of programming effort.

RWE希望单一，一致的系统与其SAP Enterprise软件集成并通过公司访问。他们需要启用财务分析师以更新模型，而无需等待IT编程辅助。

To develop and deploy the system, RWE sought to collaborate with technical specialists. “This is a business-critical system for RWE, and we wanted experts to help us develop and implement it quickly,” Tönder explains. “Just as important, we wanted to ensure a smooth knowledge transfer so that we could be self-sufficient once the job was complete.”

RWE从MathWorks从事顾问以构建和部署复杂公式的计算工具，并将其连接到RWE的Enterprise SAP系统。该顾问使用MATLAB和MATLAB编译器SDK™在公司IT基础架构内构建和部署EWITA，在整个公司中都可以访问它。

与RWE密切合作以定义SAP和MATLAB之间的接口后，MathWorks顾问开发了MATLAB算法以实现RWE的现有模型。

Using representative models, input data, and pricing systems, the consultants compared the algorithm’s results with results obtained from RWE’s existing systems. They then implemented additional risk management capabilities in MATLAB, including support for nonlinear models.

“在过去，无能使用非线性模型限制了我们销售部门可以提供的产品种类，”Tönder说。下载188bet金宝搏“与Matlab，我们可以应用非线性期权定价，并执行更复杂的计算，降低了我们的风险曝光，并减少了我们在选项上花费的金额。”

The consulting team used MATLAB to build FormelEditor, an interface that enables RWE analysts to create and update models without manual coding. A second interface, FormelTest, lets them test models offline using historical prices.

部署按钮会自动将测试的模型转换为Java^®使用MATLAB编译器SDK的组件。然后可以将该组件部署到可用型号的目录，并已准备好被SAP系统使用。

RWE分析师使用Ewita系统，该系统在企业生产中，管理公司整个投资组合的风险。MathWorks顾问将应用程序知识转移到RWE人员，使RWE能够在不持续援助的情况下维持Ewita。