What We Help You Solve
We unify fragmented exposures, quantify risk with clear metrics, and align hedging decisions to a portfolio-level framework.
Unclear Rate Exposure
Fragmented debt across facilities, currencies, benchmarks and reset dates.
No quantified view of risk
Decisions made without clear numbers around CFaR, DV01, IRR, or P&L impact.
Ad-hoc hedging
Swaps, caps and collars put on in isolation, without a portfolio-level view.
Weak board-level narrative
Limited ability to explain “How much risk we’re taking” and “What we’re doing about it.”
Interest Rate Risk Management Built for Corporates
Rate volatility directly impacts portfolio yield, borrower health, and mark-to-market valuations. Floating-rate portfolios benefit from higher income — but also carry higher default correlation. Fixed-rate assets lose value as yields rise. Funds need a disciplined framework to balance income, duration, and downside protection.
Quantified Risk, Not Assumptions
Translate rate exposure into measurable financial impact.
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Cashflow-at-Risk (CFaR) to quantify volatility in interest expens
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Duration and DV01 to measure sensitivity to curve movements
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Scenario analysis across base, stressed, and forward-rate environments
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Direct linkage to P&L, cash flow, and valuation outcomes
Disciplined, Targeted Hedging Execution
Stabilize funding costs with purpose-built strategies.
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Structured use of swaps, caps, and collars based on portfolio needs
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Hedging decisions informed by quantified risk and defined appetite
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Avoidance of isolated, transaction-driven hedges
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Ongoing evaluation of hedge effectiveness as markets evolve
Defined Risk Appetite and Guardrails
Align rate risk decisions with liquidity and covenant constraints.
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Clear thresholds for acceptable earnings and cashflow volatility
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Alignment with liquidity buffers, leverage ratios, and covenant limits
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Frameworks that support treasury, finance, and executive alignment
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Documented risk parameters to support governance and audits
Board-Ready Insight and Decision Support
Turn analytics into confident, defensible decisions.
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Clear narratives explaining risk levels and mitigation strategies
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Visual, executive-level reporting aligned with board expectations
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Transparent rationale behind hedging actions and outcomes
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Strong documentation to support oversight, governance, and accountability
Interest Rate Risk Management Built for Funds
Rate volatility directly impacts portfolio yield, borrower health, and mark-to-market valuations. Floating-rate portfolios benefit from higher income — but also carry higher default correlation. Fixed-rate assets lose value as yields rise. Funds need a disciplined framework to balance income, duration, and downside protection.
Portfolio-Wide Rate Visibility
See your full interest rate exposure in one place.
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Consolidated view across floating and fixed-rate assets at the deal, vehicle, and portfolio level
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Coverage across benchmarks, currencies, tenors, and reset profiles
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Clear mapping of rate sensitivity by strategy, fund, and underlying asset
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Ongoing visibility as portfolios evolve and rate environments change
Defined Risk Appetite and Guardrails
Align rate risk decisions with mandate, liquidity, and return objectives.
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Clear thresholds for acceptable volatility in income, NAV, and IRR
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Alignment with fund mandate, liquidity profile, and target return parameters
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Structured frameworks to support IC, risk, and portfolio-management alignment
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Documented risk limits to support governance and LP oversight
Quantified Risk, Not Assumptions
Translate rate exposure into measurable investment impact.
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DV01 and duration to quantify sensitivity to curve movements
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IRR and present value impact under parallel and non-parallel curve shifts
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Scenario and curve-shock analysis across base, stressed, and forward environments
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Direct linkage between rate movements, income, valuations, and fund performance
Disciplined, Portfolio-Level Hedging
Stabilize income and manage volatility with purpose-built overlays.
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Structured use of swaps, caps, and collars applied at the portfolio level
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Hedging decisions driven by quantified risk and defined risk appetite
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Reduction of mark-to-market volatility and income dispersion
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Ongoing assessment of hedge effectiveness as market conditions evolve
IC- and LP-Ready Decision Support
Turn analytics into confident, defensible investment decisions.
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Clear narratives explaining portfolio risk, hedge rationale, and outcomes
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Institutional reporting designed for ICs, LPs, and risk committees
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Transparent documentation of assumptions, scenarios, and decisions
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Consistent audit-ready materials supporting governance and accountability
Our Interest Rate Risk Framework
A structured, data-driven approach that gives corporates and funds clarity, control, and discipline across all interest-rate exposures.
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Understand the full
picture acting
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Map all floating and fixed-rate positions: term loans, revolvers, facilities, structured notes.
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Classify by benchmark (SOFR, SONIA, ESTR, SAIBOR), tenor, currency, and reset frequency.
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Distinguish borrower vs. lender exposures and apply the right metrics.
Technology That Strengthens the Framework
We unify fragmented exposures, quantify risk with clear metrics, and align hedging decisions to a portfolio-level framework.

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Centralized data for debt, derivatives, and curve sets
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Automated scenario engines for parallel and non-parallel curve shocks
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Dashboards tracking CFaR, DV01, duration, IRR, and thresholds in real time
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Board-ready reporting that turns complex analytics into clear recommendations
The Deaglo Advantage
Institutional-grade analytics
Frameworks grounded in market practice, not textbook theory.
Independent perspective
We are not a bank selling derivatives; we advise on what is right for you
Integrated advisory and technology
Strategy, execution support, and ongoing monitoring in one place
Board-level communication
Clear narratives supported by hard numbers
Your Partners in Risk and Returns

Matheus Zani
Risk Management LatAm
Managing Director

Jonathan Harvey
Risk Management North America
Managing Director
Deaglo partners with leading private equity, private credit, real estate, infrastructure, and venture funds to design, execute, and monitor disciplined FX risk programs delivering institutional-grade control, reduced volatility, and stronger investor confidence.

Victoria Carbone
Risk Management LatAm exBR
Senior Fund Specialist

César Cote
Risk Management LatAm exBR
Senior Associate

Vinicius Rossini
FX Risk Management Brazil
Associate

