Centrus Analytics Services – Treasury professionals are operating in a challenging environment of increased regulation, more diversity in terms of availability of investments and liabilities as well as greater demands in terms of disclosure requirements. This generally requires them to organise their teams and processes more efficiently from a risk management and timing perspective. Challenges such as increased productivity through automation of tasks and strengthening internal controls have been high on the treasury agenda recently. At Centrus, using the powerful combination of treasury and accounting expertise along with sophisticated treasury technology we have been supporting clients through the entire treasury management process. This is from the deal capturing stage, through to information processing and subsequently during the analysis and presentation of outputs.
Independent Valuations and Financial Disclosures
Debt and derivative valuations from independent sources rather than via bank counterparties has become an area of significant focus for companies in recent years due to increasingly stringent accounting requirements, more demanding derivatives regulation and greater volatility in underlying markets.
At Centrus, clients gain access to sophisticated and market leading technology solutions such as TITAN™, a treasury management system and Numerix , a derivatives software used by major financial institutions. Given the technical complexity associated with valuation and disclosure requirements, clients receive the added benefits of our debt and derivatives advisory expertise and access to high quality market data from major providers. This combined offering represents a leading edge independent valuations platform. Our platform offers clients different levels of access to the valuation of the portfolios, along with associated sensitivity analysis. We have the ability to value a wide range of treasury products that include bespoke structures across many debt and derivative assets classes, such as inflation linked products, complex options, commodity linked transactions and structured debt. In addition to valuations and sensitivity analysis we offer a complete list of financial disclosures support such as liquidity risk disclosures, current vs non-Current liability split, fair value of debt and others.
Our approach is to follow a robust double validated trade booking process that includes documentation review. Following this we apply the relevant valuation platform and market data in order to model the portfolio and provide clean and dirty valuations and sensitivity analysis along with documented associated parameters. Our debt and derivative experts apply their expertise in the event of illiquid structures that require price discovery (credit curves, volatility assumptions etc.) or in the event of structures with embedded options (breaks, early repayment etc.). The output will be delivered through access to TITAN™ and/or well documented accounting reports.