You are here: Home Treasury ToolBox

Treasury ToolBox

How do you know if your bank is asking a fair price for the derivative you want to trade? What is the profit they make on these derivatives? And once concluded, how do you know if the collateral amount the bank is asking is correct? Also, internal and external stakeholders require reporting of the fair value of outstanding derivatives and other financial transactions, but a correct calculation is complex.

With access to the right tools you can make these calculations and analysis correctly, but they can also save money when you need to conclude such a transaction or when you have to exchange collateral. Our user-friendly tools ensure that you are in control.

Our online Treasury ToolBox offers:

Independent Valuation Tools:

Tools for analyzing, pricing and comparing financial transactions and derivatives.

Our pricers calculate the fair value, the credit value adjustment (CVA), the debit value adjustment (DVA), the credit adjusted value (CAV) and they supply detailed analysis and risk management support for derivatives and other finance transactions, such as loans.

Business Analysis Tools:

Tools for analyzing business projects or series of business cash flows, and tools to calculate credit risk information on counterparties, both exchange listed and not listed. Our structured finance analyzer can build, analyse and price all kinds of finance transactions which may also include embedded derivatives.

Need for Independent Valuation:

With the continuous aim to shape a more stable banking system, authorities require independent and daily valuations. EMIR, IFRS, MiFID, AIFMD, UCITS and KID PRIIPS are examples of external stakeholders that require independent valuations.

Our tools can serve as an independent source to supply a correct calculation of collateral to be exchanged on outstanding derivatives.

Our tools supply a correct calculation of the fair value and the credit adjusted value for derivatives. This can save money when you need to conclude such a transaction.

By making use of tools that supply correct calculations and risk analysis, unpleasant surprises can be avoided because you are in control. Our tools supply you with the same capabilities as your financial counterparties make use of. This will bring you on the same level.

Our online market practice tools increases the adequacy of risk management and calculation of values with extensive risk-return information.

Our tools make it possible to outsource the increasing complex processes related to fair value calculations and risk analysis.

Why use the Treasury ToolBox:

Our tools make use of the latest insights in the market of how derivatives and structured products should be priced and analysed. Liquidity spreads and credit spreads are included via multiple curve bootstrapping. This brings you on the same level as your financial counterparties.

Together with the online training “Modern Bootstrapping” in the Treasury Academy we supply transparency of how these calculations are performed and what the latest insights in derivatives pricing exactly are. Our tools perform the calculations and the analysis exactly as explained in the training “Modern Bootstrapping”.

By giving insight into the models as well as the input data in the models, our solution has become auditable.

Our tools perform the calculations and the analysis exactly as explained in the training “Modern Bootstrapping” which is online available in the Treasury Academy.

You can chose between different reasonably priced subscriptions.

Our tools can be used on any device, from any location and at any moment through our secured online SAAS platform.

Transactions can be saved in a portfolio and all reports can be exported. Detailed analysis and advanced risk management support increase the auditability.

Go to Treasury ToolBox!