GTreasury is a treasury and risk management platform provider, and the new integration enables its clients to access end-of-day and historic data sets, including interest rate volatilities, credit data, and OIS data. The reason behind this is to generate accurate and timely valuations of their financial instruments for accounting and risk reporting.
The data is uploaded daily to customers’ applications via Refinitiv’s DataScope Select service and will be used to value more complex derivatives with the best-in-class GTreasury valuation functionality. This includes credit adjustment calculations using advanced Potential Future Exposure (PFE) methodology.
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