Corporate Solutions: Financial Derivatives - Vonap

By: Vonap  09-12-2011
Keywords: Accounting, financial instruments

The Corporate Hedge toolbox has been developed to cover most requirements faced by corporations resulting from the use of financial instruments and includes full coverage of the following markets:

  • Currency
  • Interest Rate
  • Commodity
  • Mark-to-market your financial instruments portfolio with best-of-breed valuation methods
  • Credit Valuation Adjustment calculations incorporating credit enhancement techniques such as netting and collateralization
  • Easily perform sensitivity analysis
  • Customized reporting

Corporate Hedge allows you to meet many of the documentation requirements necessary to qualify for hedge accounting under IFRS and US GAAP.

Gain control of your hedging relationships. Easily capture and associate hedging derivatives and the hedged items, which are defined and designed according to your requirements.

  • Easily perform prospective and retrospective effectiveness tests based on robust techniques utilizing historical data
  • View and extract to Spreadsheets statistical measures associated with effectiveness testing and drill down to detailed historical scenario results
  • Accommodates both Cash Flow and Fair Value hedging strategies
  • Calculate and account for Basis Adjustments, OCI and Ineffectiveness for each hedging relationship
  • Manage OCI releases to income
  • Manage Basis Adjustments and OCI amortization to income following early termination of hedging relationships
  • Drill-down from account summaries into to the detailed results for a single hedging relationship.
  • From accounting entry creation up to the transfer to the G/L according to ERP format specifications, get a robust auxiliary that fully supports and automates your hedge accounting activity

Corporate Treasury Back Office

From deal capturing to settlement, get rid of Spreadsheets and regain management and control of all your financial instruments with user friendly web tools perfectly adapted to your business needs

Whether you trade foreign exchange instruments, interest rate swaps or cross currency swaps, or if you are more active on the energy and commodity market, you will easily and rapidly enter all your financial trades under a controlled and secure environment

  • Initial deal capture and confirmation
  • Audit trail of deal modifications
  • Manage early terminations
  • Control and monitor your settlement amounts, from settlement price or rate confirmations up to payment calculations
  • Create settlement documentation and issue payment instructions
  • Multi-currency accounting for settlements, unwinds and P&L entries for all financial instruments

Keywords: Accounting, financial instruments

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