Risk Management

Risk Management

GTreasury has partnered with Visual Risk to offer our clients an integrated cash and risk management solution.  At the core of our Risk Analytics module is the ability to process, analyze, interpret and display data via a unique reporting dashboard. It quantifies market risk sensitivities within your underlying positions and allows you to dynamically analyze and stress test both existing portfolios and potential ‘what-if’ hedging strategies and exposures.

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Customer Experience Premium Service

Visualize your risk

The reporting dashboard intelligently mines and analyses 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.

Risk Analytics Models your exposures

Models your exposures

The engine effortlessly consolidates your exposures and hedges and applies behavioral assumptions. It then simulates potential market movement impacts on forecast cash flow and valuations. It can model multiple portfolio risk over differing asset classes and apply correlations.

Risk Management Simulates market duress

Simulates market duress

Applies advanced risk management techniques such as Cash flow-at Risk and Value-at-Risk 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.

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