Protege el margen de tu empresa frente a la volatilidad del USD/MXN

Guía práctica para gestionar el riesgo cambiario al cierre de 2026 y llegar preparados a 2027.

How BRL depreciation turns a 22% local IRR into about 14% in dollars, why forward hedges cost the carry, and four FX decisions every GP should make.

Discover the top FX and rates risk platforms for private capital funds in 2026. Compare Deaglo, Validus, MillTech, MUFG, BNY Mellon, Goldman Sachs Marquee, and Chatham Financial to understand which solution best fits your fund's advisory, execution, and overlay requirements.

Corporate treasury teams that rely on periodic, spreadsheet-based reviews often discover currency exposure changes days after they happen long after the market has moved. Real-time monitoring closes that gap. This article explains what real-time FX risk management looks like in practice, how it helps treasury teams track foreign exchange risk and interest rate risk continuously, and why the ability to see exposure changes as they happen not after the fact matters most during volatility spikes.

Latin American fintechs that borrow in USD while earning revenue in local currencies face significant foreign exchange (FX) risk. Currency depreciation can increase debt servicing costs, pressure financial covenants, and create technical default risk. CFOs must implement FX risk management strategies and conduct regular sensitivity analysis to demonstrate financial resilience, maintain covenant compliance, and secure access to international capital.

Guía de gestión del riesgo cambiario para fintechs en México con deuda en USD. Conozca estrategias de cobertura y mejores prácticas para CFOs.

PE fund CFOs managing Brazilian portfolio companies face a single unavoidable question: how do you hedge USD/BRL exposure without destroying returns? This Q&A covers the 10 decisions that matter most — from NDF cost and structure, to hedge ratio targeting, IFRS 9 and ASC 815 documentation, counterparty selection, BRL volatility management, options vs. forwards, execution and counterparty risk, and LP disclosure requirements — with specific numbers and instrument mechanics throughout.

This guide explains how private equity funds investing in Brazil can structure and manage USD/BRL currency hedging programs to protect returns, stabilize NAV volatility, and improve LP reporting transparency. It covers the core FX exposures PE funds face across Brazilian investments, the differences between NDFs and deliverable forwards, hedge program design considerations, IFRS 9 hedge accounting implications, and institutional best practices for reporting currency risk to LPs. The article is designed as a comprehensive anchor resource for CFOs, COOs, and Heads of Operations managing LatAm portfolio exposure and seeking a more systematic approach to FX risk management.

As the U.S.-China summit unfolds in Beijing, markets are shifting from fears of economic decoupling toward a narrative of “managed competition.” While geopolitical tensions and the recent oil shock continue to pressure global markets, investors are closely watching the Offshore Yuan (CNH) and Australian Dollar (AUD) as key indicators of trade sentiment and global risk appetite. A potential partial tariff rollback could trigger a sharp CNH short squeeze, forcing heavily defensive market positions to unwind rapidly and creating significant volatility across FX markets. For treasury teams, corporates, and fund managers, the event highlights the importance of stress-testing hedging programs, reviewing options structures, and ensuring operational readiness during periods of rapid market repricing. The article explores how shifts in U.S.-China relations could impact currency markets, why AUD remains a critical risk proxy, and what practical steps firms should take to strengthen FX governance and exposure management in a highly reactive geopolitical environment.