What CNS Treasury does

To comply with FAS 133 and manage your interest rate and foreign currency risk, you need:

• in-depth analysis of your underlying risk profile
• a system to manage foreign exchange transactions from initial deal entry through the entire deal lifecycle
• a complete, audit-friendly transaction diary

CNS Treasury provides all this and more. You'll find a suite of foreign exchange risk management reports that graphically illustrate:

• Underlying hedging requirements
• Percentage of exposures hedged
• Position Summaries
• Scenario analysis
• Marked to market on hedging derivatives

We believe it doesn't have to be hard work to create understandable risk management reports that can be used in board meetings. That's why you only have to click one button to generate reports that look like this:

CNS Treasury automatically produces journal entries and detailed reports for all hedge transactions.

These outputs are completely compliant with FAS 133 and IAS 39, and serve as the sub-ledger for your hedge accounting journal entries.

The stored hedge documentation templates allow you to attach a unique strategy code to each hedge transaction. In three clicks, you will have met nearly all of your hedge accounting documentation requirements.

You can also apply generic accounting rules on each strategy, which means balances held in OCI/Equity are recycled through P&L at the same time as the hedged item. Naturally, CNS Treasury does all the journal entries on your behalf, at the touch of a button.

CNS Treasury automatically calculates hedge effectiveness and journal entry adjustment. Perform a whole battery of tests at the touch of a button, using various methods including

• matched terms,
• dollar offset and
• regression analysis

The software also has built-in assumptions around hypothetical derivatives to eliminate extra data entry and possible errors, as well as providing a robust solution for audit.

As a CNS Treasury customer, you have access to live market data and real-time hedge revaluations cost-effectively delivered over the internet.

CNS Treasury stores this independent data for day-end revaluations and hedge effectiveness testing, using benchmark methodologies reviewed and approved by the Big 4 accounting firms.

CNS Treasury represents the subledger for financial instruments accounting. Why? Because CNS Treasury provides the account balances required for your financial instruments, reconciled to the individual transactions themselves.

Specifically, CNS Treasury produces journal entries for financial instrument assets and liabilities, the balances in OCI/Equity and the P&L impact of hedging activities.

It automatically reconciles all numbers to the individual transaction level and below that, individual designations and de-designations of hedging instruments. This provides a robust and auditable output to this key end result from your hedge accounting process.

CNS Treasury has built-in tools to ensure automatic internal policy compliance, ensuring that transactions are made within company parameters - at the touch of a button.

Contact us to arrange a web-based 15-minute demo.