Combining proven derivative valuation and risk management functionality with deep expertise, Reval enables Financial Institutions to address the unique challenges they face when it comes to managing the complexities associated with managing financial risk and achieving hedge accounting. Reval provides straight-through processing of both asset/liability positions as well as derivatives used to manage risk.
Fully scalable and configurable, Reval helps financial institutions achieve best practices for managing market, credit and liquidity risk and streamline operations efficiently and effectively across the enterprise.
Reval provides broad derivative valuation capabilities and market-leading, award-winning hedge accounting tools to help financial institutions manage and minimize complex risk positions and comply with ever-changing financial reporting requirements.
Benefits:
Reval enables financial institutions to enhance their strategic decision-making and balance sheet risk assessment by providing complete and accurate visibility into their risks across all assets and liabilities on their balance sheet.
- Streamline the reporting requirements associated with funding activities as required by global accounting regulations
- Monitor changes in the mark-to-market of assets and liabilities as well as in hedges related to both investments and debt.
- Identify and track hedges related to interest rate risk for assets and liabilities and to manage risk associated with fixed and floating loans to members.
Features:
Hedge accounting and regulatory compliance – simplify and strengthen the management and execution of hedging strategies, minimize and mitigate financial risk and comply with accounting standards ranging from ASC 815 (FAS 133) to IAS 39, AS 30/32, BilMoG and more.
Optimal Hedge Designation – identify optimal hedge relationships quickly and easily through user-defined search features for interest fair value and cash flow hedges.
Advanced Regression Analysis – improve hedge effectiveness assessments and avoid "small change" effects, assess and measure retrospective hedge effectiveness over the hedge's life.
Derivative Valuations – value trades across major asset classes including interest rates, currencies, commodities and equities utilizing over 900 market curves, which are sourced and scrubbed daily by Reval from independent providers.
Back Office and Accounting – run derivative trade information seamlessly between front, middle, and back offices. Clients use Reval to integrate back-office data and processes to unify derivative trade information used throughout the organization:
- Inventory & Activity Reporting
- Ledger
- Audit Controls