Risk Management

Visualize risk in real time

GTreasury’s Risk Management solution enables users to easily process, analyze, interpret and visualize data using a fully integrated risk reporting dashboard. It quantifies market risk sensitivities within underlying positions and supports the development of robust risk management strategies via dynamic models and stress tests.

Customer Experience Premium Service

Emphasizing risk management

Integration with Cash and Liquidity Management means changing exposures are easy to identify and track, placing risk management at the heart of the company’s operations. With all cash decisions having a risk dimension, this integration ensures risk is valued accurately enhancing group business strategy.

Risk Analytics Models your exposures

Data integrity

Key to GTreasury’s usability is its single database. Once in the system, data can be used across all modules without the need to modify or rekey any data. Data is updated in real-time, meaning changing exposures are identified instantly without risk of error. Real-time updates and model help to ensure compliance with credit exposure and other policies, via user-defined visualization tools

Risk Management Simulates market duress

Extensive Asset Class Coverage

The solution supports multi asset class analysis across FX, interest rates and commodities with correlations. It models and values most financial instruments from vanilla through to exotics, supporting complex derivatives including cross currency swaps, inflation products, exotic options, Asians and Bermudans. Users can model customized structures.

Visualization

Risk visualization mines and analyzes portfolio date from deep within user’s portfolios, then publishes outputs with clear visual representations for management reporting. Visualization enables regular and meaningful policy review and reassessment, and helps to optimize the risk/reward tradeoff of hedging strategies

ADVANCED INSTRUMENT LIBRARY

  • Captures exposures across IR, FX, Energy and Commodities.
  • Models and values most financial instrumentsfrom vanilla through to exotics.
  • Supports complex derivatives like cross currency swaps,inflation products, exotic options, Asians 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 re-assessment.

FORECASTING & SENSITIVITIES

  • Aggregates and analyzes alternative exposure and hedging profiles.
  • Generates long-term cash flow forecasts based on differing market outcomes.
  • Flexes and stresses forecasts with interactive scenarios.
  • Assesses cash flow and valuation sensitivities with ease.

  DYNAMIC VISUAL REPORTING

  • Applies a unique visual approach to analyze, quantify and report risk exposures.
  • Generates long-term cash flow forecasts based on differing market outcomes.
  • Analytic output is graphically and numerically represented.
  • Provides drill-down capability on underlying instruments and data.

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.

  ADVANCED RISK METHODOLOGIES

  • Analyses Cash flow-at-Risk with dynamic Monte Carlo simulations.
  • Optional algorithms: Geometric Brownian Motion, Modified Mean Reversion and Jump Diff
  • Generates Value-at-Risk with multiple confidence intervals.
  • Multi asset class analysis across FX, Interest Rates, Commodities with correlations