Valuation & Risk Management

TrustBills is a powerful valuation and risk engine for investors in trade receivables
Service for custodians

Why Valuation Matters

Custodians of institutional investors must be able to recalculate the value of the investments at any time. The values of the trade receivables are determined at the end of an auction as a mark-to-market. But what is the value after the auction?

Price is what you pay, value is what you get

Taking account of the payment history statistics and the default probabilities of the debtor and the seller of the trade receivables, TrustBills valuation engine calculates present values for all acquired receivables.
What-if and @risk Scenarios

Risk taking at what price?

Risk managers want to know how present values change if underlying risk factors, such as payment behaviour and default probabilities change. TrustBills enables risk managers to set up own risk scenarios and run simulations to compute downside risk measures such as value-at-risk.

No investments in own infrastructure required - it's all on TrustBills

TrustBills has been designed so that institutional investors do not need additional IT systems to manage positions in trade receivables. All post-trade analytics can be performed in the TrustBills WebApp.

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