Derivatives Solutions for Corporate Treasuries

We understand that you need to manage risk and provide accurate and transparent reports to your stakeholders and auditors, while staying within budget.

FINCAD enables corporate treasurers, risk managers, analysts, and corporate accountants to:

  • Value derivatives
  • Assess counterparty exposure and risk
  • Comply with regulations including FAS 157, 133, IFRS 7, and IAS 39
  • Perform scenario analysis and stress testing
  • Confirm dealer pricing
  • Benchmark against other systems and counterparty pricing

 

Whether you use derivatives extensively or have a few trades, by leveraging the power of FINCAD Analytics to value your derivatives and debt instruments, you will save time, reduce your dependency on counterparty valuations, and be accountable to your auditors.

FINCAD solutions include analytics functions that cover all major asset classes including interest rates, foreign exchange, commodities, fixed income, credit, equities, inflation, and mortgage-backed securities.

FINCAD Benefits

Treasury Risk Management

  • Measure the fair values of your derivatives positions and portfolio and view the associated risk statistics and expected cash flows
  • Calculate counterparty credit exposure and Value-at-Risk (VaR)
  • Perform scenario analysis and stress testing
  • Get the most up-to-date view of your derivatives cash flows for liquidity and working capital management with every valuation

Independent Valuations

  • Rely on FINCAD's reputation and 20 years of industry expertise to validate your bank, broker-dealer or other counterparty pricing
  • Gain peace of mind by independently valuing your derivatives and debt instruments using industry standard analytics and integrated market data with FINCAD's easy-to-use software solutions

Full Transparency

  • Report the fair values of your derivatives and debt securities with confidence for FAS 157 and IFRS 7 compliance
  • Provide full disclosure of valuation methods and procedures to your stakeholders - executives, board of directors, and auditors
  • Gain access to FINCAD solutions' comprehensive documentation of all models, calculation methodologies, and references - available to you at the click of a button

Compliance with Financial Accounting Standards

Report derivatives valuations with confidence. FINCAD solutions allow you to:

  • Calculate the fair value or mark-to-market (MTM) measurements of your derivatives; use as input into your hedge effectiveness tests (IAS 39, FAS 133, CICA 3855)
  • Calculate the fair value measurements for Level 2 OTC derivatives (FAS 157)
  • Show how your derivatives affect financial performance (IFRS 7, FAS 161, CICA 3862)
  • Value employee stock options (IFRS 2, FAS 123R, CICA 3870)

Easy to Use and Affordable

  • Reduce the need for counterparty valuations
  • Use the pre-built workbooks in FINCAD Analytics Suite for Excel to quickly and easily value your derivatives and debt instruments. The pre-built workbooks make this process very easy to use with little to no training require
  • Leverage the low-cost advantage of FINCAD Market Data, which can be easily integrated

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