SAN ANTONIO--(BUSINESS WIRE)--From the Association of Financial Professionals (AFP) Annual Conference in San Antonio, Texas, Reval (www.reval.com) announced today the release of its version 10.1 Software-as-a-Service (SaaS) solution. One of two major upgrades per year from the leading corporate financial risk management solutions provider, version 10.1 arms users of derivatives with advanced risk management and graphical reporting tools for assessing and communicating the impact of market exposures on the business. Please visit Reval booth (#537) at the AFP conference.

“Since the global financial crisis and the market volatility that followed, corporate treasurers have sought out more value-added products and services to help them do their jobs more efficiently and more strategically,” said Chief Operating Officer Philip Pettinato. “Getting corporate financial risk management right is more important than ever as the work in corporate treasury is increasingly recognized at the board level.”

Reval 10.1 enables companies to streamline the cyclical business process for financial risk management from pre-trade analysis to trade execution from within Reval, to hedge accounting and performance measurement, ensuring execution against hedge policies. New tools and modules provide users with the ability to visualize their risk positions across asset classes, net exposures across global entities to reduce trade volume and costs, and increase effectiveness by tracking trades over the life cycle of the derivative.

The Advanced Risk Management module for Cash Flow at Risk (CFaR) is a powerful tool developed to help clients decide what, how and when to hedge. The CFaR engine leverages Reval’s historical market data to generate future cash flow scenarios for all Reval-supported asset classes (interest rate, foreign exchange and commodities). Combined with Reval’s new and enhanced graphing capabilities, this module enables users to query portfolio or component CFaR and visually compare results in either view. In addition, a new Exposure Management module enables users to manage exposures throughout their life cycle by quickly requesting hedges, netting hedge requests into external trades, allocating them back to exposures, and automatically creating hedge designations. This module enables users to manage a large exposure portfolio with fewer external trades.

Additional tools to manage corporate financial risk include cost of funds reporting and interest forecasting on options. Companies also have the ability to define hedge policies and track positions by asset class against target ranges.

For more information about Reval, please contact info@reval.com.

Other suggested links: twitter.com/revalacctg4risk

About Reval

Reval provides an award-winning Web-based platform that automates corporate financial risk management for a wide range of interest rate, foreign exchange, commodity and credit derivatives. The world’s leading corporations and financial institutions use this SOX-compliant Software-as-a-Service to support and execute hedging strategies from exposure capture through performance measurement and to comply with international and domestic accounting standards, including ASC 815 (FAS 133), ASC 820 (FAS 157), IAS 39 and IFRS 7. Reval^® deploys rapidly and integrates easily with treasury management and ERP systems. The company’s SaaS platform and team of financial experts are also available on an outsourced basis through Reval Center™. Reval was founded in 1999 and is headquartered in New York, with regional centers based in Philadelphia, Chicago, San Francisco, Toronto, London, Frankfurt, Sydney, Hong Kong, and Gurgaon.