Reval Releases Version 1.30

The new release adds to Reval’s Treasury Management System an enhanced FAS133 module, XML-interface for data migration and increased stress-testing capabilities. The FAS133 Module has been enhanced with reformatted detailed effectiveness reports that now include reporting period totals as well as OCI/ Earnings Release. Reval also introduced a new summary report by hedge designation from which customers can easily access all detailed reporting for a period. Stress test reports have been enhanced to include folder and trade level detail. Scenario definitions now permit bumps by bps, pips, percent and absolute number. New drilldown functionality has been added to navigate between report levels in both stress testing and FAS effectiveness reports. This release includes treasury locks-, zero coupon debt, and debt issued at a premium or discount, which will accrete in accordance with FAS 115 on an effective yield basis.

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