Nomentia Risk Management

End-to-end exposure analysis, hedging, risk management & reporting.

 

Download the Fact Sheet

Nomentia Risk Management

A complete solution to manage financial risk 

Implement a structured and systematic approach to risk management and hedging to identify key risk drivers and optimally manage FX and interest rate risk to realize gains and avoid losses during your day-to-day trading activities.

Connect your ecosystem

Integrations to retrieve all essential FX data

  • Facilitate automation by connecting to all relevant data sources (e.g., any ERP, SAP Business Warehouse, and more) and consolidate group-wide exposure data
  • Supplement data as needed via uploads and/or central and local data-inputs
  • Integrate market data sources or allow the solution to calculate volatilities & correlations
  • Benefit from automated, two-way connectivity to and from trading platforms (send out hedge requests and retrieve traded deals)
Integrations to retrieve all essential FX data

Identify key risk drivers

Exposure forecasting & analysis

  • Cover the short-term by combining financial assets & liabilities with data from ERPs (e.g., AP/AR, orders, actual cash flows) or other sources
  • Forecast the long-term by translating budget data into planned exposures or apply anticipated growth rates to historical, actual cashflows to ‘build’ your exposure
  • Analyze exposures per entity, business unit, division, or on group-level
Risk by Type (1)

Automate hedging & mitigate risk

Derivative dealing & management

  • Leverage system-generated hedge proposals to reduce your exposure
  • Ensure compliance with treasury guidelines and limits via check/approval workflows
  • Benefit from end-to-end processing with any electronic trading platform (e.g., 360T, FXall, Bloomberg)
  • Automatically create ‘back-to-back’ IC-deals when centrally hedging local exposures
  • Ensure hedged items and hedges are completely linked via ‘post-trade’ fields
  • Utilize customizable FX/IR and commodity deal types
  • Perform mark-to-market valuations for plain-vanilla instruments
  • Scenario analysis by simulating hedges and their effect on exposure and risk

 

Derivative dealing and management

Measure the impact of your hedging strategy

At-risk calculation

  • Use the variance/covariance approach or Monte Carlo simulations
  • Consider currency correlations
  • Calculate value-at-risk and/or cashflow-at-risk (CfaR)
  • Use Incremental CfaR to evaluate the impact of hedging a particular currency on risk
  • Flexibly define parameters such as risk horizon, holding period, and confidence interval
At-risk calculation

Achieve cost-optimal hedging

Hedge portfolio optimization

  • Identify cost-optimal hedges for any desired level of risk (= absolute VaR/CfaR)
  • Simulate hedging costs (“cost of carry”) for any selected level of risk reduction
  • Flexibly combine fixed ratios with hedge portfolio optimization
  • Minimize the number of necessary hedge deals and/or volumes
  • Make informed decisions and implement the hedging strategy that best balances cost and risk mitigation
Hedge portfolio optimization

Create powerful insights

Reporting

  • Benefit from plug-and-play base exposure reports
  • Use self-service-BI (powered by Nomentia Data Cube) for flexible analyses
  • Create powerful dashboards using third-party BI tools such as Microsoft PowerBI
  • Easily export all relevant data to spreadsheets

 

Report FX

Companies using Nomentia Risk Management

Transforming risk management on a global scale.

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Case study

Optimized FX hedging for Dräger

 

Learn how Dräger is using Nomentia Risk management to highly automate FX risk management and optimize hedging.

Read the case study

"We appreciated the fact that we had Nomentia on board as a sparring partner from day one. They didn’t simply want to sell us a system but also had the practical experience to support us with proposals on how to take correlation effects and different cashflow maturities into account while building our risk management model."

Mark Blatt
Strategic Projects Finance and Controlling, Drägerwerk AG & Co. KGaA

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