Visual Risk™ has developed a comprehensive mark-to-market module for interest rate, FX and
commodities risk managers. Through live data feeds you can now quickly and easily import market
data and value actual and what-if portfolios as well as produce counterparty credit risk reports. All
vanilla instruments and a growing range of exotics can be valued.
Benefits
- Live Mark-to-Markets
- Generates yield curves
- Values individual instruments and portfolios
- Analyses portfolio durations
- Calculates portfolio delta values
- Counterparty mark-to-market credit risk reports
- Allows IAS39 compliance
Wide Range of Instruments Valued
- Interest Rates - bills, bonds, swaps, vanilla options, swaptions, knockouts, barriers
- FX - FECs, vanilla options, knockouts, barriers
- Commodities - forwards, swaps, vanilla options, some exotics
Flexible Valuation
- Calculates fair value for both exposures and hedges
- Imports market rates automatically
- Provides valuations for prior, current or future dates
- Values off live market rates or what-if rates
- Allows cross-checking of bank pricing
Need more information? Download the brochure below.
Mark-to-Market (PDF - 120Kb)
