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Risk Management

Visualize your changing risk exposures in real time

Whether you are reporting on your debt profile or performing deeper analysis to assess your Cash Flow at Risk, GTreasury gives you the financial risk management instruments and visualization you need to view the daily indicators of your financial metrics against your company’s risk policy and to act on that information.

Gain perspective with powerful analyses

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.

Improve asset and liability management

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.

Manage credit risk exposure

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.

Analyze risk for more informed decisions

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.

Visualize limits

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.

Monitor basis point sensitivity

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.

Visualize your risk

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.

Model your exposures

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.

Simulate market duress

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.

Analyze complex data, design superior risk mitigation strategies and make informed decisions with:

Advanced instrument library

  • Captures exposures across IR, FX and commodities
  • Models and values most financial instruments, from vanilla through to exotics
  • Supports complex derivatives like cross-currency swaps, overnight indexed swaps, inflation products, exotic options and Bermudans
  • Models customized structures

Reports policy compliance

  • Supports policy metrics like hedge ratios, effective rate targeting and duration
  • Reports credit risk against policy limits using customizable potential credit exposure calculations
  • Reports variance from budgets and targets
  • Enables regular policy review and reassessment

Superior market risk analysis

  • Stress tests portfolios with dynamic scenario shifts and twists
  • Excels at “what if” analysis for hedge strategy comparisons
  • Helps to optimize the risk/reward tradeoff of hedging strategies
  • Assesses bank proposals, potential close out of existing hedges, blend and extends

STB is forecast to grow substantially over the next three years, so we were looking for a platform that was scalable to support growth going forward and also offer value for money. For a financial institution of our size and resourcing, an intergrated risk and treasury solution means that we can not only manage daily operations, but also focus on our strategic priorities.

Stuary Clarke

Head of Treasury, Secure Trust Bank

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