Treasury Transformation – part 1
Take advantage of cloud technology to reduce treasury costs, optimise working capital and minimise risk
IFRS 9 Hedge Accounting- Things to Consider
Following on from our first article which covered the advantages and disadvantages of early adoption, our second article in our IFRS 9 series discusses risk management and other transition issues. It also provides a handy checklist for the adoption of the new standard for hedge accounting.
IFRS 9 Hedge Accounting- Time to early adopt?
Read our first article of the series written by Visual Risk’s Head of Quantitative Analysis. John Clarson explains the advantages and disadvantages of the early adoption of IFRS 9 and with the compulsory adoption date rapidly approaching it makes this topic an important read if you are considering the new
Heritage Bank: A Case Study
Read how Heritage Bank Australia’s largest customer-owned bank successfully implemented Visual Risk, enhancing their workflow practices and improved their internal reporting capabilities within treasury operations.
Computershare: A Case Study
Read how Computershare, the world’s largest share registry company, deployed a TMS across its global treasury network. The intention was to replace a combination of systems and spreadsheets with one centralized TMS to reduce operational risks, achieve efficiencies and improve reporting.
Secure Trust Bank: A Case Study
Read how Secure Trust Bank adopted Visual Risk to automate their treasury operations, provide comprehensive and timely ALCO reporting, and apply best practice interest rate risk management procedures to their operations.
Insight: Managing Targets with Cashflow-at-Risk
This article looks at Cashflow-at-risk and how it can be applied to manage market risk and make more effective hedging decisions.
Defence Bank: A Case Study
This case study demonstrates how Defence Bank’s implementation of a TRM solution transformed their treasury operations and supported the strategic direction of the bank.
MSF Sugar Limited: A Case Study
This case study explores how Visual Risk helped MSF Sugar implement an integrated risk analytics and reporting solution that enhanced the visibility of their sugar price and FX risk, leading to better commercial decisions.
Charter Hall Property Group: A Case Study
This case study explores how Visual Risk helped Charter Hall re-envision their treasury requirements and pro-actively collaborated to deliver a successful implementation, both on-time and within budget.
Meridian Energy: A Case Study
This case study, conducted by gtnews, explores how Meridian Energy used the Visual Risk system to consolidate the group’s treasury technology into a single system solution.
New Liquidity Risk Rules for Financial Institutions to Impact Corporates
Visual Risk’s Paul Nailand discusses how the new global liquidity risk regulation for financial institutions (FIs) will impact corporate treasuries and what forward-looking treasurers can do to turn it to their advantage.
Credit Value Adjustments for IFRS 13
This article reviews the dual challenges of sourcing appropriate credit spreads and calculating CVA/DVAs under IFRS13. It also reviews their application to valuations and hedge accounting under IAS 39.
Insight: Managing Treasury Targets with Cashflow-at-Risk
This article looks at Cashflow-at-Risk (CFaR) and how it can be applied to manage market risk and make more effective hedging decisions.
Insight: Volatility surfaces
This article explores the complexities of option valuations incorporating volatility, strike price and time-to-expiry through a volatility surface.
Insight: Hedge Accounting for Currency Basis
This article reviews the complex hedge accounting of Cross Currency Interest Rate Swaps including the impact of basis risk.
Insight: An introduction to IFRS 9
This article reviews some of the proposed changes to IAS 39 hedge accounting under IFRS 9.
Insight: A Practical Framework for Managing Market Risk
This article describes the practical steps to apply when developing a coherent Treasury policy to limit risk and the potential adverse impact of market movements.
Insight: Hedge Accounting for Cross Currency Swaps
This article reviews some the possible options for hedge accounting Cross Currency Interest Rate Swaps (CCIRS) under IAS 39.
Insight: Credit Risk Adjusted Valuations
This article reviews the incorporation of credit spreads to determine the fair value of financial instruments and the potential flow on impact to IAS 39 hedge effectiveness and accounting.
Insight: Hedge Accounting for Options
This article reviews some of the complexities of hedge accounting for FX options under the IAS 39 Standard.
Insight: Market Risk Sensitivity
This article looks at the most challenging aspect of IFRS 7 which is the reporting of market risk and risk sensitivity.
Global Visions on Corporate Risks
Paul Nailand, Managing Director and Founder of Visual Risk, is interviewed by Judith van Paassen, partner at Zanders.
Insight: An Introduction to IFRS 7
This article discusses the IFRS 7 Standard and explores some of the key risk issues that will require greater disclosure under it.
A New Entrant to the Technology Market
An article about Visual Risk by James Cornell, Treasurer, Arlington Securities, Treasury Management International Magazine, UK (July 2007 Edition)
Insight: Options Valuations
This article focuses on the valuation of options, including some different methodologies that can be applied and the basic principles of volatility.
Insight: FX Valuations
This article explores the basics of Forward Exchange Valuations and discusses interest rate parity theory using examples.
Insight: An introduction to Valuation
This article provides a basic introduction to financial instrument valuation using zero curves.
Insight: Valuation Differences
This article reviews some reasons why valuations of financial instruments can differ depending on their source. We present a set of practical steps to assist in resolving such differences.
Insight: An introduction to hedge accounting
This article addresses the IAS 39 Standard and reviews the basics of Cash Flow and Fair Value hedge accounting in practice.
Insight: Prospective and Retrospective Testing
This article addresses IAS 39 Hedge Accounting and the basics of Prospective and Retrospective effectiveness testing.