Hedge Accounting You Can Count On
Built by the best financial engineers in the business, GTreasury’s Hedge Accounting solution generates mark-to-market and effectiveness testing based on sound methodologies, measurement calculations built on sophisticated algorithms, and curves engineered with precision. GTreasury supports international and US hedge accounting standards and helps users manage earnings volatility with an end-to-end workflow for a wide range of exposures.
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 international (IAS 39, IFRS 9) and US (ASC 815 ASU) accounting standards. 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
Podcast
Key Factors of Forecasting Success
For well over a decade, it has been a top priority for companies. And, they spend far too much time working on their forecast. They run into a variety of pitfalls which impact their forecasting ability, accuracy, and value.
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.
Podcast:
Why Modern Treasury Technology Matters
Craig Jeffery from Strategic Treasurer, and Alok Tyagi from GTreasury discuss the role of modern treasury technology, including its impact on the treasury systems landscape. In addition, learn how to leverage technology to address some of the biggest challenges facing treasury professionals.