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