Derivative valuation
End-to-end fair values across interest rate, FX, commodity, credit and equity derivatives, independent of the bank that sold the trade.
04 · Risk Solutions
AI hedging and UnRisk valuation, working as one
AI agents that find exposures and propose hedges to your policy, with a person approving every trade. UnRisk-powered valuation that feeds risk reporting and hedge accounting from one engine.
How it fits together
From your data to approved hedges and audited numbers
Two engines, one flow. The agent decides what to hedge within your rules; UnRisk values everything that results.
Your data
- ERP and cash flow forecasts
- TMS trades and positions
- Bank and market data
- Your hedging policy
AI hedging agent
Reads exposures, checks them against policy and drafts the hedge and its documentation.
Human approval gate
UnRisk valuation engine
Values derivatives and portfolios across asset classes, including XVA, and feeds hedge accounting.
What you get
- Hedge proposals for approval
- Valuations and XVA each period
- Hedge accounting entries
- Board and risk reporting
AI hedging
An analyst that never misses an exposure
Agents do the detection, checking and drafting that takes a treasury team hours each week. Your people keep the decisions.
- 1
Detect
Picks up new or changed exposures from ERP, forecasts and the TMS as they happen.
- 2
Check
Tests them against your hedging policy, limits and current cover.
- 3
Propose
Drafts the hedge, the ratio and the hedge documentation, with its reasoning shown.
- 4
Approve
A person reviews and signs off. Nothing trades without it.
- 5
Monitor
Tracks valuation and effectiveness, and flags drift or breaches early.
Guardrails
- Works only inside the policy and limits you set
- Every proposal carries its reasoning and data sources
- Human approval before any trade or journal
- Full audit trail for internal audit and the external auditor
- Runs in your own environment
Powered by UnRisk
Derivative and financial risk valuation, and the hedge accounting it feeds
In partnership with UnRisk we deliver scalable valuation and analysis of financial instruments and portfolios, for corporates, banks, asset managers, insurers and fintechs.
Financial risk valuation
Portfolio analytics, sensitivities, scenarios and XVA, on the same engine, so risk and valuation numbers reconcile.
Hedge accounting with UnRisk
Valuations flow straight into effectiveness testing, journals and disclosures, cutting the re-keying where errors start.
Run it yourself, or have us run it
We implement enterprise-wide risk and valuation systems, or deliver the valuations and hedge accounting as a managed service through our outsourced reporting pillar.
Brochure
Financial Risk Management Solution
Scalable solutions for the valuation and analysis of financial instruments and portfolios, powered by UnRisk.
Read the brochure
More from the practice
01
Treasury Risk Transformation
We advise and we build. Results in weeks inside your existing systems, and a clear automation plan for what comes next.
Explore →02Value at Risk & Cash Flow at Risk
Two different questions, two different models. VaR for the value of positions, CFaR for the cash flows the budget depends on.
Explore →03Outsourced Financial Reporting
Hedge accounting, derivative valuations and scenario analysis, run every reporting period inside your governance.
Explore →Start a conversation
Ready to put your treasury to work?
Book a 30-minute diagnostic call. We'll tell you within the hour whether we can help, and where the biggest wins likely sit.
Or email us directly at [email protected]