Single source of truth
Input data for all exposure reports is always drawn from the single, original database.
Because separate data intelligence is not used data pollution, because of accrual runs, for example, is inherently avoided.
Correctness of reports is always verified by using the original data source, not from purpose defined interim data collections.
User can set multiple alert threshold values for ReportManager. Depending on their urgency, alerts can be targeted to ReportManager display, e-mail, mobile phone or fax.
Interest rate exposure
Interest rate exposure can be updated continuously in graphics on ReportManager
Counter party exposure
Besides financial contracts, all other liabilities are automatically taken into account. Collaterals, mutual guarantees and collateral ownerships, limit values are can be reported by ongoing bases. Besides current exposures, the future development of exposure can be reported and displayed graphically.
Alert threshold value can be classified by using customer profile. Arrears can be controlled individually by web interface.
Dunning letters can be classified incrementally without technical restrictions.
The system reminds the users when advising is lagging or penalty interest has not been collected in due course.
Critical values can be preset for individual fields in contract data entry.
All transactions are logged automatically along with descriptive context information.
Hedging instruments can be tested at any time against current contract database, in order to test its effectiveness or excess hedging.
Commodity Price Exposure
Comp Futures module handles commodity price exposures and valuates commodity futures by Black-Scholes method.