Treasury & Risk Management
Bespoke FX hedging strategies for single exposures or multi-year programs
Policies aligned with fund structure, size, and investor mandates
Integration with fund administrators for seamless exposure updates
Real-time reporting and predictive analysis of hedge performance


Accounting & Governance
Full GAAP and IFRS-compliant hedge accounting
Automated NAV, P&L, and OCI reporting with audit trails
Role-based access ensuring governance and investor transparency
Institutional precision in reconciliation, valuation, and disclosures
Interest Rate Risk Management
Tailored interest rate hedging strategies for floating-rate portfolios, direct lending funds, and leveraged structures.
Policies aligned with fund duration, leverage profile, and investor mandates.
Systematic quantification using DV01, PV impact, IRR sensitivity, CFaR, and scenario-based curve shocks.
Simulations across swaps, caps, and collars to evaluate outcomes under different rate environments.

Results You Can Measure
Investor Confidence: Audit-ready, transparent fund reporting
Volatility Control: Reduced FX exposure risk through disciplined hedging strategies
Liquidity Access: Connectivity to 15+ global banking partners
Operational Efficiency: Faster closes, stronger governance, leaner operations







