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Risk Identification

Make Informed Decisions with Accurate Risk Insights


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 (CFaR), you can monitor changes in risk exposure in real time.

Visualize Your Risk

Achieve comprehensive portfolio visibility by monitoring exposure and hedge positions across multiple currencies in real-time. Our intelligent reporting dashboard analyzes data from deep within your portfolios, delivering clear visual representations that enhance management reporting and ensure compliance. 

Model Your Exposures

Effectively model and analyze multiple portfolio risks across different asset classes to uncover correlations. Our advanced engine consolidates your exposures and hedges, applying behavioral assumptions to simulate potential market movements. Understand the impact on forecasted cash flows and valuations, empowering you to make informed strategic decisions.

Simulate Market Duress

Utilize advanced financial risk management tools like CFaR and Value at Risk (VaR) to stress test your portfolios with thousands of simulated scenarios. Analyze the impact of potential "what if?" hedging strategies on your cash flow outcomes, enabling you to optimize risk mitigation and strategic planning.

Gain Perspective

Empower your financial strategy with advanced charts and dashboards designed for comprehensive risk analysis. Tailor your perspectives—whether as a borrower, investor, or liquidity manager—to accurately assess CFaR and VaR for your specific portfolio needs, including interest rate, foreign exchange, and commodity exposures. Elevate your decision-making with precise, scenario-based insights that drive value and mitigate risk across your financial operations. 

Improve Asset and Liability Management

Ease the regulatory and compliance burden of asset and liability management with the most comprehensive ALM product on the market today, Moody’s Analytics. The ALM SaaS product is now available as a component within GTreasury’s ecosystem to be harnessed across treasury and risk management practices.

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

Gain insights into your risk landscape with our dashboards and drill down for deeper insights with our grid-based reporting. Analyze complex data through VaR and CFaR metrics, providing a detailed and actionable view of your financial exposures. Enhance your strategic planning with precision and clarity. 

Visualize Your Company's Limits

Achieve comprehensive compliance oversight with real-time views across your entire organization. Our central dashboard and integrated workflows ensure you operate in a controlled environment, meeting the most stringent compliance requirements. Monitor and manage your limits seamlessly, enhancing your governance and risk management processes.

Monitor Your Basis Point Sensitivity

Enhance your portfolio management with detailed sensitivity reporting to each point on the curve for user-defined basis point shocks, including non-parallel shifts. Gain insights with both summary and deal-level results, enabling precise risk assessment and strategic decision-making.

Advanced Instrument Library Report Policy Compliance Superior Market Risk Analysis
  • Captures exposures across IR, FX, and commodities
  • Models and values most financial instruments, from vanilla through exotics
  • Supports complex derivatives like cross-currency swaps, overnight-indexed swaps, inflation products, exotic options, and Bermudans
  • Models customized structures
  • 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
  • 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

Want to Learn More?

Download a comprehensive overview of Risk Management to see how it works in the larger GTreasury platform.


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