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Exposure Netting: Cut Currency Risk Before You Hedge
Exposure netting explained for finance teams: how bilateral and multilateral netting work, what they need, how they differ from hedging, and how to handle what remains.
Translation Risk Hedging: How UK Groups Protect Reported Results
Translation risk hedging explained for UK finance teams: what the exposure is, how it differs from transaction risk, and which hedges and accounting rules apply.
Proxy Hedging: How to Hedge a Currency You Can't Hedge Directly
Proxy hedging uses a correlated currency to cover an exposure you can't hedge directly. Learn how it works, the hedge ratio, basis risk and UK accounting.
FX Correlation Matrix: How to Read and Use One
Learn how an FX correlation matrix is built, how to read its numbers, which data and window to use, and where its limits lie for corporate currency exposure.
Currency Volatility Hedging: A Practical Guide for UK Businesses
How to hedge currency volatility as a UK business: measure exposure, choose between forwards, options and natural hedges, and set a policy your board can follow.
Scenario Weighting in VaR: How It Works and When to Use It
Scenario weighting gives historical VaR scenarios unequal probabilities. See the formula, a worked example, how to pick a decay factor, and the UK rules.
FX Pass-Through Clauses: How to Draft Them in UK Contracts
How an FX pass-through clause moves currency risk between buyer and seller under English law: types, drafting steps, a worked example and pitfalls to avoid.
Rules-Based Hedging: How UK Treasury Teams Set the Rules
Rules-based hedging replaces gut calls with agreed hedge ratios, layers and limits. See how UK finance teams build the policy, measure risk and handle accounting.
FX Position Consolidation: A Guide for UK Treasury Teams
How UK groups consolidate FX positions across entities and currencies: the data, rates, netting, pooling and accounting rules to get one reliable net exposure.