Use case:
Scenario analysis for interest rate derivatives portfolio
How to simulate interest rate derivatives mark-to market (MTM) changes?
What happens if yield curves or market rates change (+100/-100bp, +1bp or custom shifts)?
- Without tools:
- capturing derivatives in spreadsheets takes forever
- simulating market states requires expert knowledge
- wasting time&budget on complex market data licences
- #REF error ruins months of work
- operational risk when macro-savvy employee leaves
- static on-prem system of records
- With Treasuryview:
- re-using our deal templates capturing derivatives in seconds
- automated market state scenarios, risk views and lifecycle events
- pre-integrated market data automations
- street tested calculation and treasury dashboard engine
- limited key person risk via auditability and team collaboration
- cloud access with up and downstream data sync
Our team is enthusiastic about learning how we can assist you in effectively managing your financial risks on a daily basis. We’re happy to hear from you. Fill in the form below and we’ll be in touch soon.
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