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Exposure and Risk

Q: Does this include hedge accounting?

Not in Nomentia Exposure &amp; Risk. Valuation data, cash flows, and results can be used as input for hedge assessment and documentation. Dedicated hedge accounting under IFRS 9, including effectiveness testing and designation, is currently under development, with availability expected in 2027.

Consolidate FX and interest rate exposures from the balances and forecast cash flows, debt and investment instruments and derivatives managed in Nomentia, report them in both local and group reporting currency, and test them with rate shift scenarios before deciding whether to hedge.

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Exposure view built on the treasury data you already hold

Nomentia Exposure & Risk aggregates FX and interest rate exposure from data consolidated inside Nomentia. Exposures are converted with stored market rates, shown per entity and for the group, and can be shifted to test alternative rate levels — while every figure stays traceable to the underlying deal or cash flow.

FX exposure analyses

Aggregate FX exposure from treasury deals, account balances, and forecast cash flows by currency pair, entity, and maturity.

Debt portfolio and interest rate view

Review the fixed versus floating share, average interest rate, and maturity profile across loans, bonds, and interest rate derivatives.

Rate shift scenarios

Apply FX rate changes or parallel interest rate shifts to see the effect on exposure, valuation, and interest cost..

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FAQs Nomentia Exposure and Risk

What does Nomentia Exposure & Risk cover?

FX and interest rate exposure. FX exposure is built from account balances, forecast cash flows, debt and investments in currencies which differ from an entity's or the groups reporting currency and also takes contracted derivatives into account; interest rate exposure is built from the debt and investment portfolio and interest rate derivatives.

Where does the exposure data come from?

From data already maintained in Nomentia — treasury deals, debt and investment instruments, bank balances, and forecast cash flows. Exposures originating in ERP or sales systems are included once they reach Nomentia as forecast cash flows.

Can exposures be reported in local and group currency?

Yes. Positions are translated into each entity's local currency and into the group reporting currency using stored market rates.

At which levels can exposure be aggregated?

By currency and currency pair, value date and maturity band, counterparty, portfolio, entity, and consolidated group level.

Which interest rate and financing KPIs are available?

The fixed versus floating split, average interest rate, interest cost, and the maturity profile of the debt portfolio. The underlying instruments are managed in Nomentia Debt & Investments.

What kind of scenario analysis is possible?

FX rate changes and parallel interest rate shifts can be applied to see the impact on exposure, valuation, and interest cost. Value-at-risk, stochastic simulation, and correlation-based models are not part of the solution.

Are positions revalued when market rates move?

Yes. Imported FX rates, reference rates, and yield curves are applied to revalue positions and to calculate realized and unrealized results at deal, entity, and portfolio level.

Can exposure figures be traced back to individual deals?

Yes. Every exposure and valuation result links back to the underlying deal or cash flow, so numbers can be explained and audited.

Does this include hedge accounting?

Not in Nomentia Exposure & Risk. Valuation data, cash flows, and results can be used as input for hedge assessment and documentation. Dedicated hedge accounting under IFRS 9, including effectiveness testing and designation, is currently under development, with availability expected in 2027.