Advanced corporate treasury workflow tool
Refinitiv Corporate Treasury Risk
In partnership with Finmechanics, a leading provider of enterprise risk management systems, Refinitiv has enriched its desktop platform with a cross-asset treasury and risk service delivered over the cloud.
Powered by the Finmechanics proprietary risk platform, which incorporates best-in-class processes and technologies, Refinitiv’s premium desktop now integrates a specialist corporate treasury workflow tool that supports cash flow and liquidity forecasting, PnL and risk reporting, OTC derivatives pricing, and supports compliance activities such as hedge effectiveness reporting, margining, and credit valuation adjustment.
Refinitiv’s unrivalled real and near-time cross-asset pricing and market data coverage, along with our world-leading reference, regulatory, corporate, and economic data resources, as well as the London Stock Exchange Group’s market infrastructure and security expertise, combine to deliver a unique and powerful solution suite.
Features and Benefits
Take control with Refinitiv Corporate Treasury Risk
Precisely aggregated cash and security ladders. Cash flow forecasts, cash pools, risk ladders and position management.
Forecasting and analysis bring corporate treasurers to the heart of strategic business decision making, with the ability to report at both group level and individual entity level.
Access MtM, P&L, CVA and Risk reports on all assets. Leverage asset/liability analysis, forward accrual and funding cost analysis.
Product in action
See Refinitiv Corporate Treasury Risk in action
Generate on-demand cash flow reports for your portfolio of deals
- Monitor liquidity/cash flow positions for your portfolios across different currencies and asset classes or products
- Aggregation and Drill-Down capability for cash flows based on different criteria such as portfolio, trade type, deal id, etc.
- Analyse forecasted cash flows for projection analysis
Stress test with scenario analysis capabilities
- Create scenarios configuration to simulate market data movements and analyse P&L under those scenarios, for example declining/rising interest rates, flattening yield curve, etc. or specific historical real-world scenarios such 2008 financial crisis, etc.
- Compare & Drill-Down into portfolio P&L across scenario configuration to analyse how assets/liabilities perform under various stress scenarios
Easily calculate pre-deal credit valuation adjustment (CVA) figures
- Pre-Deal CVA exposure calculation to determine incremental CVA contribution of a new deal to optimise trading decisions
- High performance Monte Carlo engine supports calculation of counterparty credit risk exposures such as PFE, EPE, etc.
- Drill-Down into exposure calculations for Monte Carlo paths with a full transparency into calculations
- Ability to define CSA terms and incorporate collateral and netting agreements into calculations
Determine hedge effectiveness
- Comprehensive coverage of both prospective and retrospective methodologies for hedge effectiveness testing including critical terms match, dollar offset method, regression analysis, etc.
- Hedge Designation capability to allow tagging of underlying and hedge deals
- Hedge effectiveness reporting functionality to show effectiveness results across various hedge designated deals and effectiveness configurations
Benefit from simple P&L reporting functionality
- Cross-Asset Report to calculate Mark-to-Market for the full portfolio of trades based on latest market data inputs
- Configure and re-design of report layouts with a capability to slice and dice the data as desired for specific report requirements
Call your local sales team
All countries (toll free): +1 800 427 7570
Brazil: +55 11 47009629
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Europe, Middle East, Africa
Africa: +27 11 775 3188
Russia and CIS: +7 495 775 1200
Middle East & North Africa: 800035704182
Asia Pacific (Sub-Regional)
Australia & Pacific Islands:
+612 8066 2494
China mainland: +86 10 6627 1095
Hong Kong & Macau: +852 3077 5499
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+91 22 6180 7525
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180 014 410 639 (PLDT)
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