CECABANK'S TREASURY CECABANK'S TREASURY AND RISK SERVICES AND RISK SERVICES

CENTERCENTER

Treasury and Risk Services Center

Cecabank's Treasury and Risk Services Center provides several financial institutions with comprehensive services for Treasury Management, Capital Markets and Risk Management activities.

The Treasury and Risk Platform is used by Cecabank and 13 other groups of Financial Institutions, Custodians, Asset Management, Brokers and Corporates.

It is the only global Services and Applications Solution available on the Spanish market and operating since 2004.

The Treasury and Risk Services Center also offers additional services related to the Treasury Areas.

Treasury and Risk Services Center

Risk Management

- Valuation- Market risk- Counterparty risk- Back Testing- Stress Testing- Efficiency test

Front Office

- Online pricing and hedging- Simulation - Deal capture- Position reports- P&L reports - Export capability

Treasury and Risk Platform - Functionalities

Back Office

- Communications and settlements: (Bank of Spain, Iberclear, Target 2, Swift, CNMV)- Cecabank securities file- Confirmations- Accounting file - Minimum Reserve Requirements

Collateral management

- Exposure Assessment- Calculation of collateral and interest- Collateral claims- Dispute resolution- Collateral accounting- Counterparty risk adjustment

RISKMANAGEMENT

RISKMANAGEMENT

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OFFICE

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COLLATERALMANAGEMENTCOLLATERAL

MANAGEMENT

Online monitoring platform

Integration

SDM

Reconciliation

Adaptiv

Interest rate

DepositsFutures and Options SwapsCaps& FloorsStructured Products

Exchange Rate

SpotForwardSwapsOTC OptionsStructured Products

Equities

Listed EquitiesSecurities lendingET futures and optionsOTC OptionsStructured products

Fixed income

Entity bond issuesBondsReposET Futures and OptionsOTC Options

Credit derivativesCommodities

Treasury and Risk Platform - Products

RISKMANAGEMENT

RISKMANAGEMENT

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OFFICE

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COLLATERALMANAGEMENTCOLLATERAL

MANAGEMENT

Other management support services

Name of service Description

GLOBAL COLLATERAL MANAGEMENT SERVICES

This service covers all operational aspects of an efficient collateral management: calculating and claiming collateral from counterparties, settling collateral and interest, integration with accounting applications and including the mitigating effect of collateral into the calculation of Counterparty Risk.

WEB FRONT-END

The web front-end is a tool designed to sell treasury products (FX, Fixed Income, Interest Rate and Equity Options) to the retail network. It can be incorporated to the institution's host and the financial transactions can be directly managed within the Treasury and Risk Platform.

OPERATIONAL RISK SUPPORT

The services provided are linked to centralised management of a Global Platform that facilitates operational risk management and to the consulting services that ensure it is managed effectively. The Operational Risk Platform includes tools for Qualitative Assessment, Key Risk Indicators, Risk Mitigation Plans and a Loss Database.

BANKNOTES APPLICATION

The application enables an global management of banknotes buying/selling activities including both Front Office activities relating to position control, price management and product distribution, through to Back Office activities such as confirmation, settlement and accounting.

Other management support services

Name of service Description

TECHNICAL SUPPORT OF ALM APPLICATIONS

The Treasury and Risk Services Centre provides corrective maintenance and upgrading process of the FOCUS ALM application. Additionally, it manages and optimises the system platform, develops and maintains the related applications which are used to automate the recurrent processes.

MARKET DATA SERVICE

The Market Data Service supplies relevant external data for the development of Market and Counterparty Risk measurement models in the markets and risks areas. The information supplied to the applications is harmonised, filtered and analysed and where necessary, calculated using information from external sources.

DETECTION OF SUSPICIOUS TRANSACTIONS (STR SERVICE)

Service offering a solution for institutions' Regulatory Compliance Departments. The main aim is to provide a tool allowing users to meet the needs arising in their daily activities and to comply with the CNMV's Suspicious Transaction Report obligations (Law 24/1988 of the Securities Market).

EMIR SERVICE

Cecabank‘ s Treasury and Risk Services Centre offers specific services to several institutions in order for them to comply with EMIR requirements: Clearing of OTC derivatives, Transaction Reporting to the Trade Repository and Operational and Credit Risk mitigation techniques.