Advanced Treasury Risk Management
Integrated tools for FX, commodity and interest rate risk — real-time valuations, VaR analysis, scenario stress-testing and hedging strategy optimisation for modern finance teams.
Risk Management Tools
A comprehensive suite of quantitative tools for treasury professionals — built on institutional-grade methodology.
Upload and manage all your treasury data — forecasted currency and commodity requirements, existing hedge trades, potential trades under consideration, and hedging policy parameters.
- Upload forecasted FX and commodity exposure requirements by period
- Manage existing and potential hedge trades in a unified book
- Set hedging policy limits, target ratios and approved instruments
- Import data from Excel, CSV and TSV — export for reporting and audit
- Create and manage multiple hedging scenarios side by side
Mark-to-market valuations for your entire hedge book using live market data — see exactly where you stand on unrealised P&L across all instruments and maturities.
- Real-time MTM pricing for FX forwards, cross-currency swaps and options
- Unrealised P&L by trade, currency pair and maturity bucket
- Portfolio-level valuation summary with interactive charts
- Hedge effectiveness measurement against designated exposures
- Term-profile P&L visualisation for cashflow planning
Analyse currency and commodity exposures period-by-period — understand contracted versus forecasted positions and monitor hedge ratios against your hedging policy in real time.
- Net exposure breakdown: contracted, forecasted and expected total
- Hedge ratio vs policy limits dashboard — flag out-of-policy positions
- Multi-currency and multi-commodity exposure aggregation
- Period-by-period coverage waterfall from current month to 24 months
- Compliance reporting with one-click export to Excel
Quantify portfolio risk with three industry-standard methodologies — understand your worst-case loss potential at both the portfolio level and trade level under different confidence intervals.
- Parametric, historical simulation and Monte Carlo VaR methods
- 95% and 99% confidence interval estimates
- Component VaR attribution by trade, currency and maturity
- Term-profile VaR charts across your hedge portfolio
- Portfolio aggregation, decomposition and diversification analysis
Stress-test your portfolio against historic market crises and custom shock scenarios — understand the full P&L impact across your hedged and unhedged positions before events occur.
- 8 pre-built historic market stress scenarios (GFC, COVID, Brexit and more)
- Custom scenario builder with user-defined spot, rate and vol shocks
- P&L impact across existing, forecasted and potential hedge compositions
- Side-by-side comparison of multiple scenario outcomes
- Drill-down by instrument type, period and currency pair
Monitor credit exposure, margin requirements and potential future exposure (PFE) across all your banking counterparties — ensuring concentration limits are respected and margin calls are anticipated.
- Potential Future Exposure (PFE) profiles by counterparty and maturity
- MTM exposure and margin requirement monitoring per bank/dealer
- Credit limit utilisation and available headroom tracking
- Exposure netting across long and short positions
- Counterparty concentration analysis and diversification metrics
Define your risk appetite and find the optimal hedging strategy for your business — a proprietary five-dimension framework maps your preferences to instrument and coverage recommendations.
- Five-dimension risk appetite profiling questionnaire
- Side-by-side strategy comparison: forwards, collars, options
- Cost vs downside protection trade-off visualisation
- Scenario-adjusted strategy recommendations
- Exportable PDF strategy scorecard for Board and Audit reporting
Benchmark your treasury risk management against US-listed SEC peers. AI extracts each peer's FX, interest-rate and commodity hedging disclosures from their latest 10-K (Item 7A / ASC 815) into a like-for-like comparison table, with source links to every figure.
Beta — test feature. Currently limited to US-listed SEC filers only; European and other non-US peer data is not yet available. Results should be verified against the linked source filings before use.
- Discover comparable US-listed filers by industry and size
- Hedging policy, instruments and coverage from public filings
- FX, interest-rate and commodity sensitivity disclosures
- Notional and derivative fair-value comparison across peers
- Every figure linked back to the source SEC filing
Cross-pair portfolio dashboard — view aggregated notional exposure, hedge ratios, VaR breakdown, and term structure across all underlyings in a single view.
- Aggregated notional exposure with FX, Commodity and IR breakdown
- Hedge ratio by underlying with colour-coded compliance indicators
- Portfolio VaR contribution chart with diversification benefit
- Term structure of exposures across all underlyings
- VaR as percentage of EBITDA risk metric
Dedicated interest rate risk management — price and value IR hedging instruments, test hedge accounting effectiveness and optimise your fixed/floating debt structure.
- Interest rate swap MTM valuations using live curve data
- Cap, floor and collar pricing with Greeks
- Swaption analytics and volatility surface analysis
- Hedge accounting effectiveness testing (IAS 39 / IFRS 9)
- Fixed/floating debt mix optimisation framework