Nomentia Derivatives

One system for the full derivative lifecycle

Capture FX and interest rate deals, track them through their lifecycle, revalue them at market rates, and feed the resulting settlements and cash flows straight into cash positioning, cash flow forecasting, and FX exposure management.

Deal capture and lifecycle tracking

Record FX spot, forward, and swap contracts and interest rate swaps - entered manually, imported, or captured automatically from trading platforms. Each deal is tracked across its full lifecycle: confirmation, roll-overs, pre-deliveries, unwinds, and final settlement.

Mark-to-market valuation

Deals are revalued against imported market rates and yield curves, giving mark-to-market values, unrealised gains and losses, and accrued interest per deal, counterparty, portfolio, and entity - for internal reporting, period-end closing, and, once hedge accounting becomes available in 2027, the effectiveness assessment described on our Hedge Accounting page.

Settlements and cash flows in your position and forecast

Every derivative generates dated cash flows. They feed automatically into cash positioning and cash flow forecasting, so maturing forwards, swap legs, and interest settlements are part of your liquidity view instead of a separate spreadsheet.

FX exposure and hedge management

Match derivatives against underlying exposures by currency, entity, and period to see net open positions, hedge coverage ratios, and compliance with your hedging policy - supported by counterparty and limit monitoring that flags breaches early.

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FAQs Nomentia Derivatives

Which instruments does Nomentia support?

FX spot, forward, and swap contracts and interest rate swaps - the derivative range corporate treasuries typically use to manage FX and interest rate risk.

How do deals get into the system?

Deals can be entered manually and under four-eyes approval via deal requests, imported from files, or captured automatically from multibank trading platforms and single-bank dealing portals.

Where do the market rates for valuation come from?

Market rates and yield curves are imported automatically from market data providers. Rates can also be uploaded or maintained manually where no feed is available.

How are derivatives valued?

Deals are revalued mark-to-market on any valuation date, based on discounted cash flows and current market rates. Results are available per deal, counterparty, portfolio, and entity, with valuation history for period-end reporting.

Do derivative cash flows appear in cash positioning and forecasting?

Yes. Settlements, swap legs, and interest payments are generated as dated cash flows and included in the cash position and the cash flow forecast automatically.

Does Nomentia support hedge accounting for these deals?

Hedge accounting is currently in development, with availability planned for 2027. FX forwards, FX swaps, and single-currency interest rate swaps will then be designatable into cash flow hedge relationships under IFRS 9, with documentation, effectiveness assessment, and accounting entries generated automatically. See our Hedge Accounting page for details.

Can deal and valuation data be posted to our ERP?

Yes. Treasury accounting postings for deals, settlements, valuations, and accruals are generated from predefined posting rules and can be exported to your ERP or general ledger.

Derivatives