Has my risk changed?

If, for example, you suddenly have more or less of a currency than expected; your FX and/or IR risk position could be suboptimal. This can potentially create unnecessary losses.

The Risk management module (TMS/FX & TMS/IR) of the TRINITY TMS will always give you an up to date overview of your net exposure. All existing assets and liabilities relevant will be taken into account. Calculate the fair values, define your hedge ratios and create portfolios for hedge accounting. This module also offers graphs and extensive reports and allows you to check your (counterparty/credit) limits versus the utilisation.

Identification and quantification of financial risks is a major challenge in corporate treasury. The FX and IR Risk Management modules have been developed to manage your FX and Interest Rate risk exposures in an efficient and transparent manner
Unsecured (net) exposure is calculated by comparing the operational exposure with the secured transactions. By simulating FX and interest rates, the effects on the values ​​of your portfolio are completely transparent.

In the event that you suddenly have a larger or smaller volume of a particular currency than expected, your FX and / or interest rate risk positions may be undersized. This can lead to potential unnecessary losses. The Risk management module within the Trinity TMS solution will always provide you with an up-to-date overview of the net exposure. All existing assets and liabilities will be taken into account. Calculate fair value, define hedge ratios and create portfolios for hedge accounting. This credit module also offers graphs and detailed reports and thus allows you to check your (or counterparties) credit limit against its use.
TMS/FX

FX Risk Management:

  • Hedge Status report (FX exposure)
  • FX position report with MtM valuation (by transaction and portfolio)

 
Interest Rate Risk Management:

  • Valuation of Interest Rate transactions
  • Interest Rate position report with MtM valuation