Reval , a corporate financial risk management solutions provider, has released its latest Software-as-a-Service (SaaS) solution, Version 10.1. Reval 10.1 offers derivatives users advanced risk management and graphical reporting tools for assessing and communicating the impact of market exposures on the business.

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) helps 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.