Analyses provide various analytical charts and dashboards while executing Cash Flow at Risk (CFaR) and Value at Risk (VaR) on defined portfolios (Interest Rate, Foreign Exchange and Commodity) and perform all the necessary actions on measuring risk on a position. A key benefit is that you can create perspectives (e.g., borrower, investor, liquidity manager) to tailor the analyses to your business scenario.

The Asset and Liability Management (ALM) module is designed to provide you with the ability to combine the interest risk profile of the business with those deals undertaken by GTreasury and perform a number of analyses on the overall interest rate position. Capabilities in this module include industry-standard measures such as basis sensitivity, liquidity risk, PV sensitivity, balance sheet and net income forecasting.

Report on market value and user-defined exposure amounts across all deals in a reporting currency. Users can report on both asset and liability position trades, underlying positions and derivatives.

Risk analyses provides graphical and grid-based reporting such as VaR and CFaR on a given portfolio, enabling teams to easily analyze complex data and make more informed decisions.

Centrally manage complex limits with a comprehensive dashboard that provides a real-time view of compliance over the full suite of limits across your organization. Embedded workflows provide a controlled environment for all limits to mitigate risk and support even the strictest compliance requirements, and automated alerts eliminate the need for manual checking and reporting.

Report on sensitivity of a portfolio to each point on the curve for a user-defined basis point shock, including non-parallel shifts. Results are provided at the summary and deal level.

The reporting dashboard intelligently mines and analyzes portfolio data from deep within your portfolios and then publishes the outputs with clear visual representations for management reporting, ensuring compliance with your treasury policy and other management reporting metrics. Gain foreign exchange visibility by viewing exposure and hedge positions in multiple currencies at any given point in time.

The engine effortlessly consolidates your exposures and then hedges and applies behavioral assumptions. Next, it simulates potential market movement impacts on forecast cash flow and valuations. It can model multiple portfolio risk over differing asset classes and apply correlations.

You can apply advanced financial risk management instruments such as CFaR and VaR to stress test existing portfolios over thousands of simulated scenarios. It can also analyze the impact of potential “what if?” hedging strategies on your cash flow outcomes.