Size FX buffers with confidence.
An interactive treasury workbench for modelling multi-currency cash buffers, interest-rate carry and hedging decisions โ all inside a single VaR-governed view.
What the app does
Five connected workspaces that turn treasury spreadsheets into a live, policy-aware model.
FX Desk
Model FX cash buffers across a multi-currency portfolio in real time, with USD NP and local-book positions driving live buffer requirements.
Sensitivity Analysis
Stress buffers against payout volatility (ฯ_P) and holding horizons to find the efficient trade-off between coverage and idle cash.
Layered Buffer Analysis
Compose buffers from toggleable layers โ volatility, carry optimisation, floor hedge and portfolio diversification โ against a VaR policy limit.
Interest-Rate Profile
Track USD carry and per-currency interest-rate profiles to quantify the funding cost of every buffer decision.
Hedging Decision Support
Evaluate swap overlays and hedging actions with clear, policy-aligned recommendations for the FX team.
Portfolio VaR Controls
Set a portfolio Value-at-Risk limit that flows through every calculation, keeping buffers inside Treasury policy at all times.
Ready to model your buffers?
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