Insight Solutions Release Highlights
How do Insight Solutions make your job easier? Our web-based product line provides you with an intuitive and cost-effective solution that allows you to take advantage of derivatives valuation and hedge accounting without adding complexity to your daily routine.
Latest enhancements include:
Improved Hedge Documentation*
- Built-in hedge documentation can be used to communicate key information to your auditor, covering your company's hedging policy and details on specific hedges, such as calculations, objectives, risks and testing methodology
- The template provided can be customized to suit your specific needs
- Access your detailed hedge reports in PDF or Excel formats individually or download them all as a zip file.
Wider Selection of Hedge Types*
- Added new hedging instruments, so you can now use caps / floors for hedge accounting compliance, as well as fix-fix cross currency swaps
- Supported hedge types include Foreign Exchange Cashflow Hedge, Interest Rate Cashflow Hedge, Commodity Hedge and Fair Value Hedge. Various derivatives are supported as the hedging instrument
Credit Value Adjustment (CVA) Capability
- Calculate the fair value of your trades by including credit risk
- Simply enter the necessary parameters and the system will calculate CVA automatically along with other valuation and risk outputs
Easier to Use
- An intuitive process to guide your inputs makes it simple and fast to get your trades and portfolios set up correctly - the first time
- Use Excel templates to upload your trades
- Specify the hypothetical or actual derivative to be zero at hedge inception date and reduce unnecessary ineffectiveness*
Audit Log
- Administrators and auditors need to have confidence that the system is running properly and people are not modifying trades or hedges unnecessarily. With Insight Solutions, you can track all changes made from setup to expiry
Expanded Built-In Market Data
- EONIA OIS Curves
- Mexican Yield Curves and FX
- CDOR yield curve history
- Commodity Implied Vols for Copper
*Available only in Hedge Accounting Insight