The treasury module allows entering the following types of instruments:
- Money market deposits
- Capital Market Operations
- TLTRO, LTRO, and others
- FX spot
- Nostro / vostro transfer
- Deals can be entered as
- manual adjustments, or
- simulated (dummy deals).
- Cash flows can either be calculated or manually entered / adjusted.
- Limit checks based on
- Value, currencies, dealer, countries etc. or any combination of them
- risk measures
- Authorization / principle of 4-eye control. Different levels e.g. depending on the volume of a deal can be configured.
The following figures are calculated:
- Cash flows
- Net present value
- Interest sensitivity
- Profit and loss
Basis for the calculations are
- Weekends either Friday / Saturday or Saturday / Sunday
- Working / non-working days
- Shifting rules
- Modified following
- Modified preceding
- Calculation rules
- Calculate and then shift (cash flows are first calculated and then shifted)
- Shift then calculate (event data is first shifted before the amount of the cash flow is calculated)
Limits can be defined based on:
- Position limits (deal level)
- or any other combination of additional attributes
In addition limits can be defined depending on time buckets in the future.
The following real time reports are available:
- Deal list
- Cash flow projections
- Open currency
- Large exposure
- Any kind of user defined portfolios
Furthermore the user has access to following end-of-day reports:
- EMIR (European Market Infrastructure Regulation)
- Liquidity gap
- Any kind of user-defined lists
All reports are either fully single deal based or a full drill down is to each single deal is available.
- The treasury module is multi-tenant capable.
- Deals can be grouped together in order to make e.g. a hedge relation.
- Different colors can be assigned to groups of contracts in order to highlight them.
- Automated mirroring of contracts between head quarter and branches.
- Automated triggering of alerts / reports to specific e-mails.
- Automated upload of market prices like FX rates, interest rates, spread curves etc.
- Fully audit trail of all data entries.
- Data checks based on pre-defined rules.
- Reconciliation with other data sources.
- Real time access thru mobile devices running on Apple iOS and Android.