We help you to automate and visualize your reports
Fully automated reporting service that offers modelling, valuations and updates on portfolios. Centrus gives you access to a standardised suite of treasury reports through a web portal.
Our team supports clients through market complexity to achieve consistently accurate valuations by leveraging our risk technology platform combined with our debt and derivatives advisory expertise.
As companies are increasingly pressured from stringent accounting requirements, more demanding derivatives regulation and greater volatility in underlying markets, so they receive more debt and derivative valuations from independent sources, rather than bank counterparties. We support clients through this complexity to achieve consistently accurate valuations, using a sophisticated technology solution combined with debt and derivatives advisory expertise and access to high quality market data.
The hedge accounting solution simplifies the hedge accounting process and generates all detailed compliance documentation and accounting entries. It allows easy designation of hedges into cashflow, fair value or net investment hedge relationships and performs the appropriate testing. Our experienced team monitors changes in the standards to ensure compliance at all times.
CVA / DVA
We have the systems capability to model derivative portfolios and the technical expertise to use financial analytics to accurately measure Credit Valuation Adjustment (CVA) and Debit Valuation Adjustment (DVA) values. We use our in-depth market knowledge to design and maintain appropriate credit curves for clients and their counterparties by taking into account ISDA and CSA documentations. We work collaboratively with clients and their auditors in order to establish a CVA/DVA methodology paper before we proceed with the portfolio set up and the associated calculations. Read our paper on Introduction to CVA/DVA for more details.