Treasury Exposures Monitoring
Treasury traders and risk managers who are active in many different OTC transactions and complex structured products need a reliable solution for the real-time monitoring of their exposures. RiskValue is designed to offer real-time portfolio and limits management through dynamic dashboards with customizable early-warning signals.
Main Features
Real-time monitoring
- Position views, trader blotter and PnL details with drill down capabilities
- Dynamic screens allow traders to create unlimited number of portfolios for effective position management
- VaR and scenario analysis. Users can create their own scenarios with user-defined criteria and run VaR calculations based on latest market data
- Real time price feed through interfaces with market data vendors
- Instrument/transaction characteristics for each holding
- Fast and flexible deal entry. All transactions entered either manualy with minimum keystrokes or through electronic interfaces
- Embedded pricing engine for theoretical calculations
Limits Management
- Design risk and exposure limits for each portfolio or group of portfolios
- Assign any limit to any portfolio decomposition level
- Create composite limits with and/or conditions in order to monitor not only each limit separately but also all together as one limit
- Create groups of limits (categories) and use them for internal or other specific needs
- Manage limit thresholds and multiple tolerance levels with user-defined expressions, messages, symbols and colors
- Be informed with real-time warning indicators through automated processes (email, sms, notifications) or through detailed end-of-day reports
