Retain an overview of your exposure, calculate your risks, and optimize your hedge portfolio

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MITIGATE RISKS AND SAVE MONEY AT THE SAME TIME

Your Swiss pocketknife for risk management: A powerful computation module automatically calculates your VaR and CFaR as well as the optimal hedge portfolio for every target risk appetite.

Benefits

1. Determine your risk position

A complete risk position (exposure) is the basis for every effective hedging decision. To achieve this, we automatically import all your system data and make consolidation errors a thing of the past.

2. Calculate your risk

Variance-covariance, Monte Carlo simulations, value-at-risk (VaR) or cash-flow-at-risk (CFaR) – we can calculate your risk exposure as reliably as it gets and in just a few seconds.

3. Optimise your hedging

Which currencies should you hedge and which not? And if you do need to hedge, to what extent and when? Our risk management solution effortlessly and reliably answers these questions.

4. Create an integrated solution

Automatic integration of ERP and TMS and forwarding of system-based hedging proposals to your electronic trading platform: This is a matter of course for Nomentia clients.

5. Manage your interest rate and counterparty risks

Imagine a treasury cockpit which consolidates all group-wide financial data. The perfect starting point for holistic risk management.

RISK MANAGEMENT

Benefits

Determine your risk exposure

The risk management solution from Nomentia ensures that you take not only the positions in your ERP into account but also the cash flows in your cash flow forecast or financial transactions in your TMS. Automatic connectors guarantee that all relevant data are constantly and automatically imported, making consolidation errors a thing of the past. And your exposure reliable.

Calculate your risk exposure

When it comes to the number crunching, we rely on a powerful MATLAB computation module which calculates your value-at-risk (VaR) or cash-flow-at-risk (CFaR) in seconds based on the variance-covariance approach or Monte Carlo simulations. You can calculate your exposure not only at the group level but also for individual subsidiaries as well as independently adjust parameters such as risk horizon, holding period or confidence levels at any time and all with just a few mouse clicks. That’s flexibility.

Optimise your hedges

“Isn’t there a better way?” We can help you here, at least with regard to your hedging strategy. Based on your target risk appetite and hedging ratio requirements, the risk management solution from Nomentia automatically calculates what needs to be done. Which currencies should you hedge? And which ones not? And if so, when and what volume should you hedge? You can select here from various optimisation criteria and never need to worry again about whether you have hedged enough. The key to a good night’s sleep.

Create an integrated solution

Automated integration of ERP and TMS and the forwarding of system-based hedging proposals to your electronic trading platform: a matter of course for our clients. Whether you run SAP, Microsoft Dynamics or Oracle at one end – and whether 360T, FXall or Bloomberg Trading at the other: Nomentia allows you to choose the optimal tool for implementing your tailored risk management process in practice. Convenient workflows are the keys to approval processes and the integration of your subsidiaries by means of FX requests. Digitalisation here not only makes sense but is also fun.

Manage your interest rate and counterparty risk exposures

The holistic approach from Nomentia allows you to set up a treasury cockpit where all group-wide financial data are aggregated. Providing the perfect starting point for holistic risk management. Present your group-wide financial positions as an overview of fixed-interest rate periods and let the software calculate your interest rate risks. Easy-to-understand reports and dashboards on counterparty risk provide insights into the creditworthiness of your banks and the default risk exposure of your group-wide assets.

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Hyper modular

Nomentia has a hyper modular approach. Take only the solutions that you need and integrate them into your existing technology stack.

Connect with your banks easily

We help you to connect with over 10 800 banks globally through host-to-host, SWIFT, and local connections.