Translate rate exposure into measurable financial impact.
- Cashflow-at-Risk (CFaR) to quantify volatility in interest expense
- Duration and DV01 to measure sensitivity to curve movements
- Scenario analysis across base, stressed, and forward-rate environments
- Direct linkage to P&L, cash flow, and valuation outcomes
Align rate risk decisions with liquidity and covenant constraints.
- Clear thresholds for acceptable earnings and cashflow volatility
- Alignment with liquidity buffers, leverage ratios, and covenant limits
- Frameworks that support treasury, finance, and executive alignment
- Documented risk parameters to support governance and audits
Stabilize funding costs with purpose-built strategies.
- Structured use of swaps, caps, and collars based on portfolio needs
- Hedging decisions informed by quantified risk and defined appetite
- Avoidance of isolated, transaction-driven hedges
- Ongoing evaluation of hedge effectiveness as markets evolve
Turn analytics into confident, defensible decisions.
- Clear narratives explaining risk levels and mitigation strategies
- Visual, executive-level reporting aligned with board expectations
- Transparent rationale behind hedging actions and outcomes
- Strong documentation to support oversight, governance, and accountability
Tax Compliance & Filings
Preparation of income tax and related filings and tax planning support; compliance with federal, state, and local regulations.*Works with preferred advisors in local jurisdictions.











