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Interest Rate Risk Management Software

Automate Interest Rate Valuation & Hedge Accounting

Model and value even the most complex and nuanced swaps, caps and collars with secure, compliant interest rate risk management software that also helps you get SOFR-ready and stay ahead of other market changes. Schedule a demo for your team today.

SCHEDULE A DEMO FOR YOUR TEAM

Capella IR

IR Risk Management from Start to Finish. Partners for Life.

CapellaIR is the only interest rate risk management software that supports the IR hedging journey. From advisory and hedge designation support to post-trade accounting and disclosures, for all treasury and accounting team members—with Hedge Trackers supporting you through every step.

Strategy Development

  • Work with technical consultants in hedge program management and derivative accounting to conduct a risk assessment.

  • Determine interest rate risk management objectives.

  • Evaluate derivatives and underlying interest rate risks.

  • Develop policy and align hedging strategies and instruments with your risk objectives.

Readiness

  • Closely monitor and quickly identify interest rate exposure with the help of hedge accounting compliant advisors—then leverage highly customized and targeted hedging tools to offset risk.

  • Model and value diverse range of swaps, caps and collars.

  • Get independent market valuations, driven by current market interest rate and credit data. Outputs include: cash flow details by leg comprising of net payments, notional amount, fixed reset rates, projected reset rates, discount rates and credit amounts.

  • Conduct quantitative or qualitative effectiveness testing.

Hedge Accounting

  • Track and manage interest rate risk more comprehensively with automatic month-end accounting.

  • Get fast, automatic journal entry outputs—no matter how simple or complex the hedge relationship.

  • Stay compliant with ASC 815 for interest rate management.

  • Improve SOX controls and follow a SOC 1 Type 2 compliant process and get full-service audit support.

  • Market calibrated valuations and models, covering both vanilla and exotic instruments.

Interest Rates Are Uncertain.
Your Risk Management Process Doesn’t Have to Be.

Reinvent the way you manage IR risk with CapellaIR.
  • Expert IR Hedge Program Support

    Get pre trade or post trade support from our expert consultants who understand your business needs and what will drive reliable accounting results.

  • Stay Compliant, Always

    Meet SEC requirements easily with comprehensive audit controls and software that helps you quickly generate accurate compliant reporting.

  • Critical Data In One Place

    Shorten workflows by integrating CapellaIR with ERP software and back-end systems. Plus, store all your critical data in one place.

Schedule A Demo for Your Team

See how CapellaIR simplifies the complexity of interest rate risk management and improves collaboration between treasury and accounting.

Schedule A Demo