More NewsReval Enhances Derivative Risk Management and Hedge Accounting Saas

Reval Enhances Derivative Risk Management and Hedge Accounting Saas

Reval has added new functionality to its web-based software-as-a-service (SaaS) derivative risk management and hedge accounting software, such as new capabilities of credit-adjusted valuations that integrate with hedge accounting standards.

“Corporations around the world continue to struggle with accurate credit-adjusted valuations and proper technical accounting of derivatives,” said Philip Pettinato, Reval’s chief operating officer. “Waiting for traditional treasury management system vendors to solve these issues is no longer a viable option. Companies require specialists and specialist systems like Reval to handle these complex issues.”

The new functionality includes:

  • Netting at ISDA agreement level for mark-to-market and hedge accounting, supporting netted counterparty credit risk positions.
  • Client-defined policies for including credit in hedge accounting, allowing users to apply new credit adjustment methods to re-measure hedged items, exposures and hypothetical trades.
  • Flexibility in using either bond yield spreads or credit default swap spreads in the calculation of credit adjustments, allowing users to choose the most accurate data for their valuations.

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