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GTreasury Risk

See Your Risks Ahead of Time

Our risk management solution gives you full visibility into your financial metrics against your risk policy so you can make informed business decisions. From reporting your debt profile or performing deeper analysis to assess your Cash Flow at Risk, you can monitor changes in risk exposure in real time.

Gain Perspective

Work with powerful charts and dashboards to analyze risk on certain positions. Create perspectives like borrower, investor, or liquidity manager to tailor the analyses to your specific scenario for Cash Flow at Risk (CFaR) and Value at Risk (VaR) on defined portfolios (such as Interest Rate, Foreign Exchange, and Commodity).

Improve Asset and Liquidity Management

See your overall interest rate position with our Asset and Liability Management (ALM) module. Combine your interest risk profile with deals and measure basis sensitivity, liquidity risk, PV sensitivity, balance sheet, and net income forecasting.

Control Your Risk Exposure

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

Make Informed Business Decisions

Analyze complex data with grid-based reporting like VaR and CFaR for a detailed look into your risk.

Visualize Your Company's Limits

See a real-time view of compliance over the full suite of limits across your organization. With a central dashboard and embedded workflows, you can work in a controlled environment that supports even the strictest compliance requirements.

Monitor Your Basis Point Sensitivity

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

Visualize Your Risk

Gain foreign exchange visibility by viewing exposure and hedge positions in multiple currencies at any given point in time. Our reporting dashboard intelligently mines and analyzes data from deep within your portfolios and publishes outputs with clear visual representations, informing management reporting and maintaining compliance.

Model Your Exposures

Model multiple portfolio risks with different asset classes to find correlations. Our engine consolidates your exposures and hedges and applies behavorial assumptions. Then, it simulates potential market movement impacts on forecasted cash flow and valuations.

Simulate Market Duress

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

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

Report 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

“ ”

GTreasury was able to handle our complex account structure… The worksheets are flexible and give us the ability to add, move or remove accounts in real-time.

Cheryl Kavka

Manager of Corporate Banking, Prudential

Success Story

A Single Solution: The Foundation for Growth

A regulatory review of Secure Trust Bank’s practices prompted the implementation of a robust system to automate their treasury operations.
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Featured Resources

Webinar

5 Ways Cash Forecasting Technology Improves Y...

How much time are you spending adjusting your forecast models to factor in the impact of a slower flow of receivables?
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eBook

Accurate Cash Forecasting

This eBook provides insight into the practice of cash forecasting, including details on the primary challenges impacting treasury.
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Success Story

Cash Forecasting at Waterton

Waterton is a private equity real estate investment fund management firm. It manages cash across 200+ bank accounts.
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