The system contains a sub-module for managing currency exposures and interest exposures, integrative with treasury activities with highlights in currency Hedging including

  • Exposure policy settings by organization / company / currency / exposure type (balance sheet, budgetary, specific).

  • Ready and controlled built-in interface for input of balance sheet exposure balances and budget exposure data in real-time from the ERP system with manual adjustment options.

  • Support all trading operations for hedging needs, including – various forward transactions (exercise, differentials), foreign exchange options (including – vanilla, knockout, knockout), and advanced limit management as part of trading.

  • Support for hedging strategies, such as: cylinder, saddle, etc.

  • Planning and control of currency exposures array versus hedging transactions in real-time.

  • Possibility to save the planning status of exposers versus hedging at any point in time for performance monitoring.

  • Revaluation and profitability of the hedging transactions for each time period, includes an automatic input interface from the bank for comparison with the fair value of the transaction’s finance deals in the banks.

  • Advanced Periodic Monitoring Report of the effectiveness of hedging activities versus the actual currency P&L gain & loss measured in G/L.

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