Systems > Treasury

Treasury

TwoFour Treasury supports real-time trading and sales activities for an extensive collection of asset classes. Trades are captured, updated and displayed in configurable entry screens and blotters that can be viewed individually, across asset classes or amongst asset classes. TwoFour automatically updates positions, calculates P/L for all asset classes and generates GL postings. Confirmations, statements and cash settlements are generated when user-defined workflow criteria are met. All asset classes leverage the core functionality of TwoFour, including immediate inquiry of activity, real-time updates of position blotters, P/L, interest rate re-fixing, payment schedules, settlement instructions, netting, confirmations, and accounting.

 TwoFour’s core data model supports multi-asset class transaction processing by consistently handling all product types using a single set of shared reference data. This approach enables a consolidated view across asset classes on all position information, process settlements, confirmations and accounting, and allows clients to add new products to the system with minimal effort.

Components / Add-Ins

TwoFour supports integrated real-time limits functionality to help reduce overexposure to risk. Users can define transaction, position and settlement limits for counterparties, currencies, countries and traders. Gross and daily settlement limits can be configured by class, organization unit and limit currency. Users also have the ability to add fees to any type of transaction and to calculate customer, broker, and exchange fees.

TwoFour Treasury supports the following asset classes:

  • Foreign Exchange including Spot, Forwards, Swaps, NDFs, Time Options, Block Trades
  • Money Markets including Deposits, Loans, Certificates of Deposit, Commercial Paper, Federal Funds, & Banker’s Acceptances. Money market instruments can be traded in any currency
  • Internal Arbitrage including Swaps & Swap/Hedges
  • Cash Management including Call and Notice Accounts, Demand Deposits, Nostro Management, Income & Expense Adjustments, Accounts Payable/Accounts Receivable
  • Financial Futures including currency, interest rate, bond, energy, agriculture, index & metals contracts
  • Exchange Traded Options including Currency, Bond, Interest Rate, Index
  • FX OTC Options including Vanilla & Exotic Currency Options such as knockin, knockout, double knockin, double knockout, no touch, one touch, double no touch, double one touch, reverse knockin &  reverse knockout
  • Unallocated Metals including trade processing for metal contracts on futures exchanges & for unallocated metals against any currency
  • Fixed Income including G-20 Government Bonds (Gilts, JGBs, Bunds, BTPs, OATs, etc.), Discounted Bonds, Zero Coupon from Australia, Austria, Canada, Denmark, France, Germany, Ireland, Italy, Japan, Netherlands, Sweden, Switzerland, Spain, United States & the United Kingdom
  • Interest Rate Swaps including Vanilla and Cross-Currency