Advanced Treasury Risk Management

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