ANALYSIS / VALUATION
CONTROLLING / REPORTING:

All management information and therefore all risk values are valuated within TRINITY TMS
on a client- / currency- / period-differenciated basis.

Valuations take place on the basis of both individual contracts and individually assembled portfolios. With reference to requirements in relation to IAS 39 / FAS 133, it is thus also possible to document and valuate fair-value hedge relations and cash flow hedge relations.

Financial risks are valuated mainly on the basis of exchange rate and interest rate information. Basic external information is loaded by means of an interface.
Internal valuation rates (e.g. budget rates) can also be integrated and used for valuations.

As valuation methods both the
- market-to-market method and the
- value-at-risk method are supported

	Evaluation of risks – both operative and financial.
	Market-to-Market
	Value-at-Risk
	Valuations on the basis of individual contracts
	Valuations on portfolio level
	Valuations take place on a currency-/ client- and period-differentiated basis.
	Simulations
	Comprehensive range of standard reports: - Cash flow analyses - Net exposure analyses - Profit and loss analyses - Foreign exchange/ interest result calculations - Valuations of foreign exchange / interest entries
	Integration of a report generator to enable individual reports to be created by the user
	Full Web Capabiliy All functions can be utilized via Internet / Intranet