Blog
Discover our latest articles and blogs
FX Counterparty Limits: Risk Teams Need More Than PFE
Set FX counterparty limits using PFE, replacement cost, and net open position. See how intraday alerts, settlement controls, and CorpHedge support risk teams.
Automate Treasury FX Hedging in 2–4 Months, Keep Full Control
Finance teams: implement automated FX hedging in 2–4 months while preserving governance, accounting, and credit controls. Includes checklist, pilot plan,...
Pricing First Budget Rate Hedging for Treasury Teams: PEG and VaR
Pricing first playbook for treasury teams: set a target budget rate, use PEG, VaR sizing, and live exposure tracking to protect FX margins.
Fix FX Segregation of Duties in 30–90 Days for Treasury Teams
Fix FX segregation of duties in 30–90 days. Basel aligned playbook for treasury teams with a checklist, small team controls, and monitoring triggers.
5 Low Cost Fixes for Invoice Currency Risk for Finance Teams
Finance teams: map and cut invoice currency risk with five low cost fixes, a simple quarterly checklist, and guidance backed by ECB and BIS research.
Stop Overhedging and Underhedging: 7–30 Day Fix for Treasury Teams
Treasury teams can stop overhedging and underhedging with VaR based sizing, tolerance bands, rebalancing, and a 7–30 day checklist.
Cut FX Settlement Risk Now: Six Immediate Actions for Finance Teams
A VaR driven playbook for finance teams: map FX exposures, meet IFRS 9, tighten settlement controls, and run six immediate actions.
Portfolio FX Hedging for CFOs: Link IFRS 9, CLS and VaR
A treasury playbook for CFOs and treasurers that ties IFRS 9 hedge accounting, PvP/CLS settlement controls and VaR-based Speed Grid execution into one...
Stop Surprise FX Losses: FX Risk Limits With VaR and Intraday Alerts
A practitioner guide to FX risk limits that ties VaR backtesting and stress tests to governance, intraday monitoring and escalation workflows.