Eurobase | Siena Treasurysiena Reviews & Product Details

Treasury Management Software for Banks Siena Treasury transforms treasury operations by ensuring the front office holds the information required to make informed decisions across all asset classes. Configurable workflows improve dealing room and middle office efficiency through automation and removes unnecessary manual processing. Real-time views allow the user to manage balance sheets, positions and cash flows, optimise profit, mitigate risks and control exposure with the full assurance of regulatory compliance. Dealing Channels - Siena comes with a range of adaptors to dealing venues. Dealers can execute trades on external execution venues that are then immediately imported to update positions in real-time. Rates and Pricing - Flexible, cross-source rate aggregation and margining can be applied across a comprehensive set of parameters including: channel, trader, sales, counterparty, trading group, asset class, currency, amount bands, tenor and time of day. Hedging - Hedging requirements are underpinned by an extensive suite of Exchange and OTC derivatives to cover risk exposures. Additional analytical support is provided by tools including, PVO1 Interest Sensitivity, Duration and Yield Price Analyses. Profit and Loss - Online revaluations for all asset classes, derivative valuation reports, FX P&L automatically re-adjusted to handle closing rates, derivatives assessed as OTM/ITM/ATM/ when prices change. Position Keeping and Cash Flows - Open positions and projections with full drill-down capability update in real-time. Bespoke positions by instrument class including cash flows are also supported. Integration - Integration to existing systems aided by an extensive range of ‘ready to deploy’ adaptors and API’s able to support any message format or delivery mechanism required by up and downstream systems. ALM - Stress testing balance sheet, liquidity and income projections, user defined business-centric horizons, interest and market risk, funds transfer pricing. Limits - Real-time limit checks are performed both pre-quote and pre-deal via siena’s own limit module or by an in-transaction call-out to a third party limit system. Settlement risk for FX and CLS functionality is also included. Compliance - Supporting multiple regimes including MiFID II for best execution monitoring, pre and posttrade benchmarks, transaction and trade reporting, SI determination and full audit UTC timestamping. Risk - Interest rate sensitivities, gap analytics, durations and volatilities, ‘what-if’ yield analysis, full range of ‘Greeks’ on derivatives. Customer Portal - Delivering a dedicated online dealing platform directly and ‘on-behalf-of’ trading for customers.