Key capabilities for Risk and Compliance

Measure and monitor your risk exposure, understand and evaluate performance against benchmarks and assess the impacts of your mark to market derivative portfolio.

  • Define and track Risk limits and policies
  • Manage derivatives life cycle including swaps, options, outright, forwards, futures, and average rates
  • P&L Attribution – ability to separate valuation into different risk components
  • Simulate market scenarios by applying various types of shocks and see it impact on your P&L

Cater to your Regulatory Reporting (Dodd Frank, EMIR, ISDA etc.) needs. Generate and post messages for regulatory reporting by seamlessly connecting with various trade repositories.

  • Support for multiple regulatory standards in parallel
  • Workflow queues for all trade reporting for full life cycle events
  • Direct communication and uploads to the repositories
  • Deal Life Cycle Handling – handle deal life cycle events as per trade repository integration
  • UTI Generation – Generate UTI for each transaction with either concatenation or algorithmic based for example, ISDA UTI for EMIR or UTI for REMIT

Perform derivative accounting under US GAAP, IFRS, mark to market and designate hedges and perform effectiveness testing.

  • Understand your exposure, perform what-if analysis and select the right derivative
  • Assess and demonstrate the effectiveness of hedge relationships with calculations built on sophisticated algorithms
  • Perform scenario analysis and stress testing.
  • Ensure compliance with IAS 39, IFRS 9, IFRS 13, BilMoG and HUG/UGB as well as EMIR, FinfraG, or AWV
  • SOX compliant audit controls, security programs and limits monitoring
Download App sheet

Standardize your method for quantifying your risk e.g., Monte Carlo, Variance/CoVariance. Calculate incremental and component VaR using our sophisticated VaR engine.

  • Calculate VaR for portfolios and sub-portfolios together or separately.
  • Compute VaR using Monte Carlo, Analytical or Historical method.
  • Perform component VaR and other calculations including volatility and correlation.
  • Run simulations on portfolio/scenario combination and conduct comparative analysis
  • Use VaR analysis to determine best hedge
Learn more

Single point of truth to understand and manage counter-party risk, closely monitor counter-party exposure, credit limits and breaches.

  • Create counter-party position
  • Capture multiple credit ratings
  • Import credit ratings from multiple agencies
  • View various risk indicators to accurately assess credit worthiness
Download App sheet

Measure and monitor your risk exposure, understand and evaluate performance against benchmarks and assess the impacts of your mark to market derivative portfolio

Define and track Risk limits and policies

Manage derivatives life cycle including swaps, options, outright, forwards, futures, and average rates

P&L Attribution – ability to separate valuation into different risk components

Simulate market scenarios by applying various types of shocks and see it impact on your P&L

Cater to your Regulatory Reporting (Dodd Frank, EMIR, ISDA etc.) needs. Generate and post messages for regulatory reporting by seamlessly connecting with various trade repositories.

Support for multiple regulatory standards in parallel

Workflow queues for all trade reporting for full life cycle events

Direct communication and uploads to the repositories

Deal Life Cycle Handling – handle deal life cycle events as per trade repository integration

UTI Generation – Generate UTI for each transaction with either concatenation or algorithmic based for example, ISDA UTI for EMIR or UTI for REMIT

Single point of truth to understand and manage counter-party risk, closely monitor counter-party exposure, credit limits and breaches.

Create counter-party position

Capture multiple credit ratings

Import credit ratings from multiple agencies

View various risk indicators to accurately assess credit worthiness

Download App sheet

Perform derivative accounting under US GAAP, IFRS, mark to market and designate hedges and perform effectiveness testing.

Understand your exposure, perform what-if analysis and select the right derivative

Assess and demonstrate the effectiveness of hedge relationships with calculations built on sophisticated algorithms

Perform scenario analysis and stress testing.

Ensure compliance with IAS 39, IFRS 9, IFRS 13, BilMoG and HUG/UGB as well as EMIR, FinfraG, or AWV

SOX compliant audit controls, security programs and limits monitoring

Download App sheet

Standardize your method for quantifying your risk e.g., Monte Carlo, Variance/CoVariance. Calculate incremental and component VaR using our sophisticated VaR engine.

Calculate VaR for portfolios and sub-portfolios together or separately.

Compute VaR using Monte Carlo, Analytical or Historical method.

Perform component VaR and other calculations including volatility and correlation.

Run simulations on portfolio/scenario combination and conduct comparative analysis

Use VaR analysis to determine best hedge

Learn more

Trusted by 100+ global companies

Petronas

Manage risk across multiple asset classes and regions

CPG Company reduces time spent on daily reconciliations by 50% and achieve accurate settlements.

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Unmatched treasury client and industry experience

Deep industry and domain expertise

A track record in product development

Multi-market and global cross-asset coverage

Improve network relationships

One platform with best of breed solutions

Achieve better business outcomes

Cloud-based enterprise software provider Eka to transform corporate...

Eka acqui-hires banking and finance tech start-up Trxiea and Devanshu Bhatt joins leadership team as SVP, Treasury Solutions.

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Hedge accounting

Analyze hedge relationships and increase visibility, efficiency and control in risk management with Hedge Accounting app.

Download App sheet