Prudent risk management requires that a corporate treasurer has a holistic view of market risk (i.e. interest rate, credit, foreign exchange, and commodity risk) across the organization. The ability to monitor trading credit limits, calculate market prices and sensitivities, and perform portfolio monitoring is essential.
SunGard’s AvantGard Risk is an integrated dealer desktop that combines market risk management and performance measurement capabilities across all the positions that the treasury department manages. The solution provides for tighter controls, efficiency enhancements and improved reporting.
- Holistic view of risk
- Dealer desktop
- Performance measurement and benchmarking
- Liquidity risk, market risk, credit risk (pre and post trade)
- Settlement and cash management
- Position management and valuation
- Scenario analysis
- VaR analysis
- Achieve a consolidated view of risk across the organization
- Improve data transparency to support decision making
- Automatic notification of risk alerts such as limit breaches
- Centralized view of cash flows across the organization