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NPRR #554 · Revision Request

NPRR554  Clarification of Future Credit Exposure Calculation

Approved Urgent sponsor ERCOT posted 2013-07-03 ercot.com
ReasonTo ensure that FCE calculations are performed in accordance with the original intent of NPRR484.
Created2013-07-18
Approved2013-09-17
Sections Affected
16.11.4.5
Summary
This Nodal Protocol Revision Request (NPRR) clarifies certain language in Section 16.11.4.5, Determination of the Counter-Party Future Credit Exposure, that was introduced by NPRR484. In particular, this NPRR proposes (1) revisions to the Future Credit Exposure (FCE) calculation to explicitly recognize deferred Invoice-related exposure separate from mark-to-market exposure; (2) modification of certain variables and subscripts that would otherwise appear to require calculation of certain portfolio-level values based on path-specific inputs; and (3) various administrative revisions. These changes are intended to be consistent with, and in furtherance of, the purposes of NPRR 484.
Timeline