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Risk. Treasury. Regulatory. Controlling. Accounting.

Deal capturing

The treasury module allows entering the following types of instruments:

  • Money market deposits
  • Capital Market Operations
    • TLTRO, LTRO, and others
    • Bonds
    • Repos
  • Swaps
  • Payments
  • Bonds
  • FX spot
  • Nostro / vostro transfer
  • Deals can be entered as
    • normal,
    • 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
  • Duration
  • Convexity
  • Interest sensitivity
  • Profit and loss

Basis for the calculations are

  • Calendar
    • Weekends either Friday / Saturday or Saturday / Sunday
    • Working / non-working days
    • Shifting rules
      • Following
      • Modified following
      • Preceding
      • 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)
  • Single-name
  • Portfolios
  • Currencies
  • Sub-portfolio
  • Branches
  • Bank-wide
  • 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
  • Liquidity
  • Maturity
  • 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.

Additional features

  • 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.