Visual Risk is the most advanced treasury system of its kind for Financial Institutions. At the core of our solution is the ability to process, analyse and display complex data in a unique graphical manner. This assists treasury to better visualise, understand and report complex information to senior management, leading to better decisions.

Modular by design, integrated by nature, it can be flexibly tailored to your requirements. Whether your situation is simple or complex, we can deliver a system to perfectly meet your needs. Easy to use and cost-effective, Visual Risk will deliver the strategic advantage you need to effectively manage your treasury.

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Flexible
Deployment

Visual Risk can be deployed via the Cloud or locally. Core modules can be licenced individually and integrated with other treasury solutions. Alternatively, modules can be integrated to deliver a single, fully-featured treasury system.

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Unrivalled
Support

The calibre of our client relationship staff is unparalleled. Visual Risk is committed to delivering best-practice implementation, support and training services which crucially ensure you will gain maximum benefit from our solutions.

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Integrated
Market Data

Visual Risk automatically imports market data via the web through our partnership with Thomson Reuters. You only pay for the data you need. Alternatively, it can also connect to other data providers.

ASSET LIABILITY MANAGEMENT

GAP • NPV • NII • VaR
Visual Risk are experts at Asset Liability Management. Our solution enables risk managers to easily analyse complex data and design superior risk mitigation strategies. At the core of our module is the ability to process, analyse, interpret and display key metrics like Gap, Value at Risk and net interest income via a unique reporting dashboard. It quantifies risk sensitivities within your underlying positions and allows you to dynamically analyse and stress test both existing portfolios and potential ‘what if’ strategies. Visual Risk empowers risk managers to make better informed decisions.
  • Visualises your risk

    The reporting dashboard intelligently mines and analyses balance sheet data from your banking book and publishes the outputs with clear visual representations for management reporting, ensuring compliance with treasury policy and key regulatory reporting metrics

  • Models your balance sheet

    The engine effortlessly consolidates your banking data and treasury deals and applies multiple product assumptions. It then simulates the impact of potential market movements from both a forecast earnings and economic value perspective

  • Simulates market duress

    Applies advanced risk management techniques such as Net Interest Income-at-Risk and Value-at-Risk to test the balance sheet over thousands of simulated scenarios. It can also analyse the impact of potential ‘what-if’ hedging strategies on those outcomes


  • Import

    Imports and consolidates product information from your various banking and treasury systems


  • Apply Assumptions

    Models scenarios from market data and allows users to apply multiple balance sheet assumptions


  • Enrich & Project

    Combines scenarios, balance sheet assumptions and what-ifs to project forward outcomes


  • Analyse

    Dynamically analyses sensitivities and policy compliance in a unique reporting dashboard.

  • Prudential reporting

    Identifies interest rate mismatches using Gap analysis.Conducts sensitivity analysis under differing interest rate scenariosApplies a unique visual approach to quantify and report to Board/ALCO and produces key metrics for regulatory reporting

    Advanced risk analysis

    Reports risk using various measures including net present value as a proportion of capital and basis point sensitivityCalculates Value-at-Risk (VaR) with multiple confidence intervalsDetermines Net Interest Income-at-Risk using powerful Monte Carlo simulation techniques

    Balance sheet forecasting

    Forecasts balances including flexible product growth and prepayment assumptionsProjects net interest income and margin for the balance sheet under differing interest rate scenariosApplies an investment or funding rate to surplus or deficit funds

  • Flexible assumptions

    Models the re-investment and re-financing behaviour of maturing assets, liabilities and capitalIncorporates early termination and differing prepayment profilesAnalyses potential changes in product mix, loan book size and balance sheet composition

    Easy data integration

    Provides a flexible framework to facilitate integration with various banking and treasury systemsImports and enriches data from your banking system and consolidates it with treasury dataApplies user-defined rules to aggregate and classify product data

LIQUIDITY RISK MANAGEMENT

Basel III • LCR • MLH
Visual Risk offers a solution that enables financial institutions to strategically manage their liquidity risk and comply with onerous regulatory reporting requirements. It applies a flexible modelling framework to forecast the multiple product behavioural assumptions and scenarios required to effectively stress-test and report on a liquidity position. Working alongside our ALM solution, risk managers can simultaneously model the impact of funding and product strategies on their liquidity and net margin. Visual Risk will deliver greater transparency and insight to facilitate better management decisions.
  • Insightful analytics

    Delivers powerful analytics to provide greater insight into liquidity risk in your banking book. Rapidly generates and reports the outputs with clear visual representations to support better tactical and strategic decision-making

    Prudential reporting

    Simplifies and automates the complex process of preparing and submitting prudential reports to satisfy stringent regulatory requirements. Delivers efficiency through a suite of MLH, LCR and NSFR reporting pre-configured for local regulations

    Flexible modelling

    Our flexible assumptions framework facilitates advanced product modelling. This includes multiple behavioural assumptions with various run-off profiles and interest rate scenarios to stress test your liquidity position over short and long term horizon


  • Import

    Imports and consolidates product information from your various banking and treasury system


  • Classify

    Classifies products into groups to satisfy stringent regulatory reporting requirements


  • Model & Stress

    Dynamically models product balances with multiple behavioural assumptions and scenarios


  • Analyse & Comply

    Generates reports to comply with regulatory standards and support internal decision-making.

  • Import & classification

    Imports data directly from your core banking and treasury systemClassifies data in line with Basel III reporting categoriesEnriches data according to user-defined balance sheet hierarchy to facilitate management reporting

    Scenario modelling

    Simplifies prepayment modelling, product growth, rollover and run off profilesCreate multiple scenarios and what-ifs from core assumptionsRapidly compare outcomes to deliver clear strategic insight and better decisions

    Comprehensive reporting

    Produces accurate liquidity forecast and cumulative Gap analysisCalculates key liquidity metrics including Liquidity Coverage Ratio (LCR) and Minimum Liquidity Holding (MLH)Simultaneously models the impact of strategies on liquidity, income and PV risk metrics

HEDGE ACCOUNTING

IAS 39 • IFRS 7 • IFRS 9 • IFRS 13 • Fair Value Macro
Visual Risk™ delivers a market-leading solution to comply with today’s complex hedge accounting standards. From IAS 39, IFRS 9 and IFRS13 to advanced monte carlo CVAs, our solution will simplify the designation and testing of hedge relationships and generate all detailed compliance documentation and accounting entries. It allows for easy designation of hedges into cashflow, fair value (micro or macro) or net investment hedge relationships and performs all effectiveness testing. Our experts continuously monitor changes in the Standards to always ensure ongoing compliance.
  • Simplifies hedge accounting

    The solution allows you to designate and test any hedge relationship, producing fully compliant hedge documentation and all accounting entries to satisfy ever-changing accounting standards. This will assist in reducing or eliminating your earnings volatility

  • Solves complex issues

    It delivers proven solutions for the most challenging of requirements including cross currency swaps, basis risk, inflation linked derivatives, amortising structures and options. It can utilises customisable hypothetical derivatives for cashflow hedges

  • Streamlines compliance

    It easily produces your financial risk disclosures including liquidity reporting, market valuations, sensitivity impacts and credit value adjustments, using simple and advanced potential future exposure methodologies to satisfy Big 4 audit requirements


  • Designate

    Easily allocates exposures & hedges to fair value, cash flow or net investment hedge relationships


  • Value

    Values a broad library of instruments with CVAs . Can include currency & money market basis spreads


  • Test

    Tests prospectively & retrospectively using a wide range of advanced approaches & hypothetical derivatives


  • Document

    Generates all hedge documentation including strategy, objectives & test results to satisfy audit needs


  • Account

    Generates accounting entries & breakdowns between P&L, balance sheet & hedge reserve for posting to GL

  • Designates and documents

    Simply links interest rate, FX and inflation products and hedgesGenerates fully IAS 39/IFRS 9 compliant hedge documentationSupports partial allocation of hedges to exposures and time bucketed exposuresReports by individual instrument or by portfolio

    Test effectiveness

    Tests relationships prospectively and retrospectively using regression or dollar-offsetAllows application of customisable hypothetical derivative for effectiveness testingCan split option valuations into time and intrinsic valueProvides breakdown of effectiveness testing outcomes

    Dynamic Fair Value Macro

    Performs dynamic portfolio hedge accountingAggregates banking book profiles to determine the appropriate hedged itemsPerforms regression analysis to minimise hedge ineffectivenessRebalances portfolios based on comparison of expected and actual pre-payment profiles

  • Easily handles complexity

    Handles cross currency swaps and amortising structuresDelivers defined-range effectiveness tests for optionsCan test relationships troubled by basis risk mismatchesSupports simple or complex CVA/DVA analysis and integrates with hedge accounting documentation

    Comprehensive reporting

    Calculates equity and P&L accounting entries for all relationshipsValues exposures and hedges excluding accrued interest, margin or forward pointsProvides a full suite of summary reports Generates all report outputs for audit purposes

    Simplifies IFRS 7 disclosure

    Applies sensitivity analyses with user-defined market shocksAllocates market sensitivity results into potential impact on equity and P&L.Generates liquidity risk disclosures using undiscounted cash flowsCalculates counterparty credit risk based on user-defined parameters

TREASURY & CASH MANAGEMENT

OPERATIONS • ACCOUNTING • CASH
Visual Risk™ will significantly improve the productivity of your treasury operations and deliver full cash visibility. It can cater for everything from capturing a facility drawdown to managing your investments. Tasks ranging from day-to-day treasury operations, cash management and accounting through to Board reporting will be significantly streamlined. The solution supports a secure deal workflow with the necessary segregation of duties, security, audit trail and treasury controls. Further efficiencies are achievable via integration to existing accounting, banking and payments platforms.

  • Efficiency & control

    Our solution delivers consistent and integrated treasury processes to capture, confirm and settle internal and external treasury transactions. We offer strong back office support for all treasury activities within a fully integrated, secure environment

    Cash visibility

    Centrally manages bank accounts, imports daily statements and provides a complete view of your cash and and future liquidity positions, including non-treasury cash flow. Will report variances between actual cashflow and prior forecasts

    Detailed reporting

    Provides extensive reporting and dashboards for instant visibility on all crucial treasury metrics, activities and positions. All reporting can be easily configured by users for maximum flexibility. This allows treasury to focus on more crucial strategic activities.

 


  • Pre-Deal
    Analysis

    Ensures proposed transactions are undertaken within defined treasury, policy & limits


  • Secure
    Workflow

    Provides secure deal capture, approval & confirmation workflow with segregation of duties & auditing


  • Efficient
    Processing

    Automates repetitive treasury processes including bulk rate-sets, settlements & accounting


  • Cash
    Management

    Imports bank statements, adding treasury and other non treasury cash flow to construct forecasts


  • Comprehensive Reporting

    Delivers a broad suite of critical reports to ensure full visibility over treasury operations.

  • Streamlined workflow

    Captures and values a broad range of interest rate, FX, inflation and investment productsSimplifies workflow from deal capture through approvals, confirmations to settlementDelivers a full suite of comprehensive flexible reporting

    Limit monitoring

    Sets limits by counterparty, rating or user defined groupingCalculates credit risk based on user-defined formulae including face value, mark-to-market and potential credit exposureHighlights deal breaches prior to deal entry and as market conditions change

    Integrated market data

    Interfaces easily and automatically with leading data providersRapidly generates all mark-to-markets with detailed breakdowns and data historiesInternally generates market curves for deal valuationsSimplifies bulk instrument rate setting and generates advices

  • Robust audit and security

    Segregates duties to create a secure treasury environmentDelivers a highly structured transaction workflow and approval processMaintains a comprehensive audit trailEasily configurable to support either simple or complex treasuries

    Simplified accounting

    Delivers journals for interest accruals, valuations and exposuresIntegrates easily with a wide range of accounting systems Provides ability to eye-check entries before postingSupports multiple charts of accounts

    Cash management

    Balances and transactions can be uploaded and reconciledConsolidates treasury and non-treasury inputs to generate daily and longer term cash-flow projectionsSaves forecasts to facilitate Actual versus forecast reporting

INTEGRATED TREASURY

ALM • Liquidity • HEDGE ACCOUNTING • TREASURY & CASH MANAGEMENT

The solution delivers all the benefits of our core modules in a seamlessly integrated package:

  • Asset Liability Management
  • Liquidity Management
  • Hedge Accounting
  • Treasury & Cash Management.

It is designed from the ground up to simplify all treasury activities. From pre-deal analysis and deal capture, right through to risk analytics, stress testing, treasury policy, cash management, general ledger, hedge accounting and board reporting, it will deliver you full control over all treasury functions in a single treasury ecosystem.

ecosystem
functionality