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Model the Breakeven: Participating Forward Strategy for Treasury Teams
Practical treasury guide to participating forward strategy. Model breakevens with a 50% example and use a pretrade execution and reporting checklist.
95% Backtesting Rules: FX VaR Modeling for Risk Analysts
Practical FX VaR for treasury risk analysts. Choose parametric, historical, or Monte Carlo; calibrate vol and horizons and backtest at 95%/99%
5 Step FX Sensitivity Analysis Treasury Teams Can Run in an Afternoon
A 5 step spreadsheet workflow finance teams can run in an afternoon to quantify FX shocks, convert results to VaR and CFaR, and set hedging actions.
Compact FX Hedging Policy Template for Treasuries, With Sample Ratios
A compact, ready to adopt FX hedging policy template for treasury teams. Standardizes five elements and includes sample hedge ratios.
Daily Historical VaR for FX Books: Full Revaluation, EWMA, Backtests
Make historical VaR operational for multi currency FX books: daily full revaluation, EWMA/FHS refinements and backtesting for FX desks.
Treasury Teams: Use Currency Correlation to Set VaR backed Hedge Ratios
Practical steps for treasury teams to use currency correlation to size VaR backed hedge ratios, test cross hedges, and set revalidation triggers.
When a 5% Margin Shock Looms: Futures vs Forwards for Treasury Teams
For treasury teams choosing forwards or futures: weigh credit exposure vs daily margin cashflow, model 5% margin shocks, and use Corphedge to manage...
5 Steps Treasury Teams Use to Test Hedge Effectiveness and Prove PVaR Reduction
Prove that FX hedges cut portfolio VaR and P&L volatility using Kupiec and Christoffersen backtests, stress scenarios, and a five-step treasury testing...
Forward Points Explained: 40.7 Pip Example for Corporate Treasury
Practical guide for corporate treasury: forward points formula, 40.7 pip worked example, dealer quote checklist and operational hedging steps.