Why Bank Treasurers Need FINCAD
Due to the significant market changes, as a treasury professional, you are now required to re-examine approaches to measuring and mitigating your risks. With market volatility, threats to liquidity, counterparty and operational risks along with regulatory pressures, you need increased transparency.
You need instant valuations to verify pricing on your derivatives, to prove your numbers to your auditors, and assess your positions and their related impacts on your cash forecast.
FINCAD can help you:
- Ensure that the bank has the cash and liquidity to meet its obligations
- Review asset or liability portfolio performance and compare it vs. competitive performance benchmarks set by bank policy
- Identify opportunities to create or recognize portfolio value
- Evaluate hedging strategies and opportunities and make trading recommendations
- Attribute portfolio performance to sources such as trader skill, market direction
- Measure the fair values of your derivatives positions and portfolio and view the associated risk numbers and expected cash flows
- Calculate counterparty credit exposure, Credit Value Adjustment (CVA) and Value-at-Risk (VaR)
- Perform scenario analysis and stress testing
- Simplify your hedge accounting and streamline your hedge effectiveness testing
Click here to find the FINCAD solution that's right for you.
