Understand and Quantify Change

TreasuryView™ helps to identify, explain and quantify change, empowering you to hedge threats, exploit opportunity and develop contingencies.

Understand Change

Underlying funding and investment deals can be analysed in their own right or aggregated with derivatives to see the effective position.

TreasuryView™ also helps quantify complex and non-linear relationships, such as a simultaneous change in an interest and FX rate. The system will automatically calculate the cash flows and valuations of the underlying and derivative, saving you significant time.

Problems and trends can be identified early, understood and managed proactively.

Quantify Change

TreasuryView™ provides Basis Point Value (BPV) information on a deal level to quantify your sensitivity to interest rate changes.

Similar analytics (PV01) can be run on an asset class or portfolio basis to provide a consolidated view. As well as absolute positions you can view by time period and grouping.

• Asset class

• Instrument type

• Counterparty

• Currency

• User defined x2

• Original maturity

• Remaining maturity

• Expired/Current/Future

• No grouping

TreasuryView™ contains future scenarios within Market Data, including User and Public curves which allow you to customise your own. Deals, asset classes or portfolios can be modelled to quantify the effect of change on your liquidity and risk.

• Market Rate

• Rates Up

• Rates Down

• Curve Steepen

• Curve Flatten

• User Curve x 2

Plan Ahead

The ability to forecast and scenario plan significantly improves decision making and the development of policies and contingencies.

Customised Reporting

TreasuryView™ allows you track how your deals and markets have evolved over time. This can be achieved by exporting your data to Excel on a periodic basis or creating a customised report.

As well as saving you time, this promotes good governance and consistent measurement of performance.