A Bloomberg Professional Services Offering
Corporations
Risk & analytics reporting
Complete risk solution
Unparalleled Bloomberg analytics powering real-time views
into your transactions and underlying exposures are part
of Bloomberg's complete solution for treasuries and risk
managers. It includes:
• Customizable views
• On demand market data refresh
• Risk factor attribution
• User definable scenario and stress analysis
• Seamless integration with Bloomberg Hedge Accounting
Portfolio views
TRM Risk includes customizable views of your portfolio —
underlying commercial exposures as well as financial transactions.
Mark-to-market, notional, sensitivities, currencies and maturity are
among the many columns available for Treasurers to create their
own view. When combined with the ability to group positions by
currency, asset class, and counterparty among 20 other options,
risk managers can create their own multi-dimensional views.
On demand market analytics
Integration with Bloomberg’s market data allows users to refresh
their portfolio to obtain the latest market value for their positions.
During periods of high volatility, users can track the impact on
their derivative hedges and generate real-time P&L reporting.
Portfolios can also be tested against user-definable scenario
and stress tests.
Built for treasurers
The integration of user portfolios including exposures and
Bloomberg analytics allows Treasurers to take action. Estimate
the interest expense given forecasts. Analyze the fixed/floating
mix of your borrowings and associated swaps. View your
forecasted currency exposures against your risk and hedging
policy — execute hedges directly from the report.
Treasury
Export ability
All reports displayed in TRM Risk tabs are able to be
exported once the appropriate view is selected. Content
can be sorted and/or filtered to display the data in an
optimal view. The reports can be published in MS Excel,
MS Word or PDF.
The types of risk reporting available include:
Portfolio valuations
• V
 iew live or historical mark to market for your portfolio
of hedges, backed by Bloomberg’s valuation tools.
• Group data by over 30 attributes, including counterparty,
currency and asset class.
Market risk
• View forecasted FX exposures against their associated hedges.
• Calculate and report sensitivities for interest rates and
foreign exchange.
• Run scenario testing on your portfolio to assess the impact
of market volatility.
• Recreate historical stress scenarios such as the ‘Global
Financial Crisis’ or the ‘Asian Currency Crisis’ in order
to report “what-if” scenarios.
Credit risk
• Group exposures by counterparty to streamline
counterparty risk reporting.
• Calculate
 and report the Credit Valuation Adjustment (CVA)
based on your counterparty bank’s credit worthiness.
• A
 nalyze the impact that moving positions to a different
counterparty would have on your portfolio.
Liquidity risk
• G
 enerate a holistic view of your forecasted liquidity by
combining in one report your actual forecasted commercial
inflows and outflows and financial transaction cash flows.
• E
 stimate the interest expense for short balances (or interest
income from cash surplus) based on Bloomberg sourced
interest rate data.
Treasury
• V
 iew the fixed and floating rate mix of your borrowings and
the associated yield by currency.
• Report on your firm’s loan maturity profile.
• V
 iew upcoming events related to your financial transactions such
as cash settlements, loan repayments or interest rate fixings.
Accounting
• Easily export daily settlement cash flows as well as monthly
valuations and accruals that feed accounting journal entries.
• Integration with Bloomberg Hedge Accounting means that
you can export reporting related to your hedge accounting
designations directly from your portfolio views.
Operational risk/audit
• Exportable reports of the business entities users in your
firm have access to.
• T
 ime and user stamped generation of accounting values
including hedge accounting results.

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