02-02-2017 6:43 PM - edited 02-04-2024 6:23 AM
Hi Colleague Experts,
Does anyone have experience on this? We currently extract foreign currency transactions from GLT0/BSEG etc into FireApps risk analytics system for foreign currency exposure analysis. This is then fed into another tool for the hedging and back to back trades with our internally setup house bank. The net results are then traded through FXAll.
We are looking at utilizing Exposure management 2.0 to be fed with these balance sheet data and subsequently P&L and SD/MM data for exposure analysis.
Based on my research, reading TRM books I am still not clear if Exposure management 2.0 can do the complex exposure analysis with all the matching, netting etc.
Anyone ever used TRM Exposure management to handle huge amount of foreign currency transactions or any pointer? Your advice is greatly appreciated.
Thank you in advance!!!
Hi Dammah,
I am not sure whether this question is still relevant to you. But I have experience this in SAP exposure Management and it does provide end to end solution. For example, the time you confirm a PO in foreign currency, it affect your forex exposure and reflect in ( FTREX13) exposure report and based on your net exposure you have option to hedge your exposure in Transaction Manager which provide you option to do forward Contract to hedge the exposure.
Do let me know if you further detail
Regards
Sunil Kumar Vishwakarma
You must be a registered user to add a comment. If you've already registered, sign in. Otherwise, register and sign in.
When you post a query and give further updates, please add the content under "Comments" and not under "Answer" as you were not answering to a query but only providing additional informations as asked by the members. Also, when you add the text under Comments, it will be intimated to the person to whom you are responding whereas, if you add the text under Answer, the member will not be intimated. By the way, your above answer has been converted as comment by me.
User | Count |
---|---|
89 | |
7 | |
7 | |
4 | |
4 | |
3 | |
3 | |
3 | |
3 | |
3 |
You must be a registered user to add a comment. If you've already registered, sign in. Otherwise, register and sign in.