News about Verasis Risk 3.3

Hedge Effectiveness module enhancements commence beta testing

The Hedge Effectiveness module provides the full range of requirements for Cash Flow and Fair Value business. These include:

  • Retail balance interface, behaviour modelling and adjustment
  • Hedge/derivative trade interface
  • Relationship allocation and hypothetical trade generation
  • Prospective, retrospective testing: regression analysis and validation
  • Effectiveness calculation
Cross Currency Swaps & Basis Risk enhancement

Verasis Risk 3.3 has been enhanced to provide the following additional functionality:

  • Definition and generation of cross currency basis curves
  • Use of cross currency basis curves in valuation processes
  • Allow users to allocate yield curves to specific trades for the purposes of valuation and analysis
  • Users can allocate independent curves for both the Forward Rate implication and the Discounting processes

 

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