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Feb 02, 2017 at 06:43 PM

TRM Exposure Management 2.0


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!!!