Typical Usage Situations for Corporates
“Are all of our positions hedged?”
“What effects will rising money market rates have on our financial portfolio?”
“I only have the price data from our home bank for valuation of our interest rate swaps. I would like to have access to prices from an objective data provider. But the costs, e.g. for a good market data system are too high for my purposes.”
Managing and monitoring the company’s debt and financial risks requires detailed analysis of existing transactions. This is resource and time-intensive – even for small portfolios. sals.a will help you streamline the process considerably and gain back valuable time.
sals.a is the ideal instrument for efficient management and analysis of your entire portfolio of financial assets and liabilities – offering full transparency at the click of a button:
- Easy access to data about the overall portfolio as well as individual transactions (tables and graphics provide information at a glance)
- All individual transaction details are available immediately
- Payment flows (e.g. interest and principle payments, cash flows) displayed as tables and graphics
- Integrated scenarios offer a quick overview of changes to macro-conditions (e.g. interest rates “+100bp”, “-100bp”, “steeper/flatter yield curve”); or define your own scenarios
- Reliable price data from Reuters, updated up to five times daily; eliminates the need for manual price input
- … and sals.a is continually expanded to include new derivative products and financing solutions.
sals.a supports the following instruments:
- Financial assets
- Credit products (loans, notes, bonds etc.)
- Interest rate swaps (plain vanilla and structured)
- Commodity hedges
“We have our own interest rate scenario: if it occurs – are all of our financial positions still hedged?”
Enter the data from your proprietary scenario or design an instrument based on your ideas. Your results are just a click away – and there is no need for complicated modelling in Excel. You can use the time you save to run your analysis!"
“Our home bank has recommended a structured hedging solution. We would like to evaluate the risk profile of such a transaction for ourselves, in order to better assess the opportunities and risks.”
After you enter the parameters, sals.a calculates the risk profile of the transaction in less than a minute, and presents it to you as a report containing tables and graphics. This lets you easily assess the hedge ratio and the effects of market changes without the need for spreadsheets. Naturally, all analyses can be exported into Excel and printed.