Professional financial reporting


  • The client is a publicly traded company with a large portfolio of debt and complex hedging products, that requires to professionalize their reports to comply with accounting standards and to improve financial decision making.
  • Variance provides a variety of standard and customized reports.
  • Back office reports:
    • Portfolio valuation (interest rates, FX, commodities).
    • Next payments (for coverage and funding).
    • Debt and hedge mapping (by type, by date, fixing mapping).
    • Hedge effectiveness tests in line with accounting standards – hedge ratio (for specific hedges and for portfolio).
    • Detailed portfolio listings (hedges and financing).
  • Decision-making reports:
    • Portfolio effective financing rate.
    • Projected hedging rates.
    • Market scenarios simulations (projected funding rates, hedging rates, impact of alternative hedging strategies).
    • Sensitivity of debt covenants to different market scenarios (and impact of alternative hedging strategies).
    • Comprehensive risk analysis (based on clientÔÇÖs needs).
    • Relevant market data.


  • The client has back office reports that allow them to meet accounting standards.
  • Back office reports also help controlling future payments and execution by the bank (several errors in past payments are identified).
  • Thanks to the hedge effectiveness tests, the client has full control over what hedging products market value changes impact the income statement, and can take corrective measures in line with their objectives, having a greater certainty on company results.
  • The client has full visibility on its debt and structured product portfolio, and on the risks they are exposed to.
  • The client counts with high value-added reports, many of them highly customized, which help improving financial management in the context of a complex debt and structured product portfolio.
  • The reports allow the client to further develop managerial skills and add value to the company.