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.
Every day we send out a free e-mail with the most important headlines of the last 24 hours.
Subscribe now
We welcome comments that add value to the discussion. We attempt to block comments that use offensive language or appear to be spam, and our editors frequently review the comments to ensure they are appropriate. If you see a comment that you believe is inappropriate to the discussion, you can bring it to our attention by using the report abuse links. As the comments are written and submitted by visitors of the Telecompaper website, they in no way represent the opinion of Telecompaper.