Hedge Accounting Made Simple
GTreasury’s Hedge Accounting solution helps users manage earnings volatility with an end-to-end workflow for a wide range of exposures. It supports international (IAS 39, IFRS 9) and U.S. (ASC 815 ASU) hedge accounting standards, followed closely by GTreasury experts who actively study updates to global and regional accounting standards and consult with Big 4 accounting firms, so you don’t have to.
Deal Management
Manage earnings volatility via a one-stop shop solution for a wide range of exposures. Once data is imported, users can define the chart of accounts, cost, currency, business unit, and counterparty accounting codes, as well as create mapping rules for accounting entries at the product or instrument levels. It handles the full-cycle work flow for transition, de-designation, and changes to any hedge.
Effectiveness Testing
Users can easily assess and demonstrate the effectiveness of hedge relationships via GTreasury’s powerful data analysis tools, which include a fast and accurate credit and debit valuation pricing module. Tests can be run prospectively and retrospectively using regression or dollar-offset. Hypothetical derivatives can be customized for effectiveness testing. Users can run integrated sensitivity and scenario analyses, including Monte Carlo simulation, to support better risk management.
Compliance
The solution generates all equity and P&L accounting entries for all relationships, and hedge documentation that is fully compliant with IFRS 9 and US GAAP. It produces 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.
Reporting
The solution provides detailed reporting capabilities, generating all report outputs for audit purposes. The flexible reporting tool allows users to process, report, and export debt and investment trades as well as measure interest rate and foreign currency risk. Reports can be created by individual instrument or by portfolio.
Resources to Power Treasury
Webinar: 30 April
Reducing the PAIN of payments
Join Strategic Treasurer and GTreasury for a live discussion providing a rapid assessment of the areas adding to the pain of payments and explore how to address these issues at the root level.
Case Study: Waterton
Cash Forecasting at Waterton
Working with GTreasury, Waterton was able to reduce data collection by 90%. Improve cash forecasting, and future-proofed its treasury function.
Webinar: 24th April
Treasury Transformation and Innovation through Technology Excellence
Join Treasury & Risk for our webcast honoring the winners of the 2019 Alexander Hamilton Awards in Technology Excellence.