Platform · Hedging
See the impact before you trade.
Live hedge ratios, what-if scenarios on every rate move, your cover position against policy, all tracked continuously by i². Decide with evidence, not instinct.
The problem
Hedging on a schedule, evidenced after the fact.
Most teams hedge to a calendar (monthly, quarterly, whatever the policy says) without a live view of what they're actually hedged against. The evidence gets assembled after the decision, if at all.
How it works
The work happens before you commit.
Live hedge ratios
Calculated continuously, in real time rather than on the day you run a report. As exposures are captured and hedges settle, i² tracks the ratio per currency pair and per entity against your written policy band. At 64% on a 70% target, you see the gap immediately, instead of at month-end. i² monitors the position. You decide and book.
What-if before you commit
Before committing to a hedge, run it against your live exposure. Move the rate slider to any level and the platform shows the impact instantly, grounded in the current mid-market rate as its starting point, never a rate someone typed in last week.
Forwards, hedged to policy
Forward contracts, with every trade benchmarked to the mid-market rate, are booked and tracked in Treasurii against the exposure they cover. Hedge designation is captured at booking; ratios update per pair and per entity as positions settle.
See it in action
Your cover position, live against policy.
Every entity and currency pair in one live ledger: hedge ratios against your policy band, mark-to-market, and i² flagging the breach before it reaches a board pack. Each forward shows in your desk's convention, deliverable or traditional.
See it on your currenciesWhat-if scenarios
Move the rate. Watch four numbers change.
Every scenario runs against your live exposure and snaps to the current mid-market rate, so what you're weighing is grounded in the market now, not a figure from last week.
- The MTM impact on your total unhedged exposure at that rate
- What your hedge ratio would be after adding a proposed new hedge
- How the proposed hedge compares to your policy band
- The rate at which your hedge would break even versus remaining unhedged
Policy as a guardrail, not a gate
Your policy lives in Treasurii as rules: hedge-ratio bands, tenor limits, counterparty concentration limits, instrument constraints. They surface as guardrails during the decision, not as hard blocks. A hedge outside the band is flagged clearly and routed to an approval step but never prevented, because treasury needs human judgment. Every override is logged with a reason and the authorising user, so the trail is intact whether you followed policy or not.
IFRS 9 alignment
Hedges you record in Treasurii are structured to support IFRS 9 hedge accounting from the moment they're booked. The platform records the documentation automatically at booking: hedge designation, economic relationship, hedged-item reference, hedging-instrument reference. It doesn't replace your finance team's IFRS 9 assessment, but the data that assessment needs is already captured, correctly, in the audit trail.
See the hedge decision made on evidence.
A 30-minute demo: your exposure, your policy, your currency pairs, with live ratios and what-if scenarios.