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Hedge Effectiveness Testing and Risk Remain the Biggest Challenge for Treasuries

VANCOUVER, British Columbia DUBLIN July 14, 2011 FINCAD

Gurpreet Banwait

While hedge effectiveness continues to represent a major challenge, risk, in particular accurate risk assessment (29%), was also top of mind for Treasurers.  69% of respondents reported taking steps to adjust their risk management strategy including running scenarios/sensitivity analysis and calculating Value-at-Risk (VaR).  These results were similar to last year’s survey.

Credit Value Adjustment

With all of the regulatory changes on the horizon, the majority (88%) of corporate treasuries felt that they would need to change the way they are doing business.  51% of respondents anticipated that the impact would be minimal, with minor changes needed, 30% thought that the impact would be moderate and notable changes would be needed, and 6% expected to make significant changes.  Only 12% felt that they were well-prepared for regulations that lie ahead.

OTC derivatives

2011 Corporate Finance Survey

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SOURCE FINCAD

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