The Visual Risk™ Treasury Management Solution provides functionality ranging from deal recording and confirmations through to mark-to-market, settlements and reporting. It combines seamlessly with our full range of Risk and Hedge Accounting modules to deliver the first affordable and completely integrated front to back-office solution for all your treasury needs.
Deal Management
- Deal capture and treasury administration
- Analyses a broad range of vanilla and exotic instruments
- Records bank guarantees and facility utilisation
- Models what-if strategies prior to execution
- Tracks upcoming settlements using the Event Diary
- Generates deal confirmations
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Mark-to-Market
- Values deals and calculates deltas (PVBP)
- Performs sensitivity analysis with yield curve shifts
- Interfaces to Bloomberg™ and Reuters™
- Stores historical market data in an integrated Data Warehouse
- Calculates counterparty credit risk
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Policy Compliance
- Monitors compliance with treasury hedge ratios
- Evaluates treasury performance against targets
- Stress tests budgets with Monte Carlo simulation
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Accounting
- Meets Designation and Testing requirements for IAS39
- Generates comprehensive IAS39 documentation
- Calculates interest accrual reports for flexible periods
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Audit and Security
- Generates a comprehensive audit trail
- Segregates duties of front and back-office staff
- Facilitates third party confirmation of deals
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Reporting
- Produces comprehensive transaction and MtM reports
- Unparalleled graphical Board and management reports
- Powerful user-defined report-writer
- Automatic report generation
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Hedge vs Exposure Analysis
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Mark-to-Market / Transaction Report
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Event / Settlement Diary
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Hedge Accounting Reports
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Need more information? Download the brochure below.
Treasury Management Brochure (PDF - 373Kb)
