Microsoft Treasury is in charge of managing the financial assets and the foreign currency exposure of the world’s most successful software company. Microsoft Treasury assets total more than $60 billion dollars and are invested in a wide range of fixed income and equity assets. Due to the continuing success of Microsoft and the resulting growth of assets managed by the treasury, the task to measure and analyze the risks associated with the treasury’s global investment strategy has become a highly formalized and complex process. Treasury managers rely on sophisticated applications to estimate the financial risk associated with factors such as foreign exchange, equity and fixed income.
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