See all of your FX risk in one view
Bring hedges with every counterparty, the exposure they cover and the credit they use into one governed view, valued on a consistent basis and tested against the market moves that matter to your business.
Risk is spread across banks, statements and spreadsheets
Each bank reports its own trades on its own basis. Forecasts sit in spreadsheets, and credit lines are tracked somewhere else again. The full position, what it is worth and what it uses, has to be rebuilt by hand, usually when someone asks for it.
Statements that do not compare
Counterparty valuations use different curves, timing and conventions.
Hedges without their exposure
Trade reports show profit and loss, but not whether the business has too much cover or too little.
Credit usage found late
Facility headroom and margin requirements surface when a trade is refused or a call arrives.
Consolidate, value, measure, test
Vantry ATI holds positions with Vantry and with other providers in one book, values them on one basis and reports them against the exposure they cover.
1. Consolidate positions
Trades with Vantry appear automatically. Positions with other banks and brokers are entered directly, or read from confirmations and trade schedules and saved once reviewed. Nothing is fed automatically from other banks.
2. Value consistently
Forwards, options and structures are valued on one indicative basis, at mid rates, whoever the counterparty is.
3. Measure against exposure
Hedge ratio and remaining exposure sit beside every valuation, currency pair by currency pair, so excess cover and gaps are visible. Different pairs are reported separately, never netted.
4. Test and monitor
Shocks, sensitivity, correlation and historical scenarios show what a move would cost. Facility utilization, margin and alerts show what the position uses.
Vantry ATI DUDemonstration user | Provider | Notional | Trade rate | MTM (CAD) |
|---|---|---|---|
| Vantry Capital | $1,200,000 | 1.3985 | +$15,000 |
| Bank A | $800,000 | 1.4010 | +$12,000 |
| Vantry Capital | $1,100,000 | 1.3962 | +$11,220 |
| Bank A | $800,000 | 1.3990 | +$10,400 |
| Vantry Capital | $1,000,000 | 1.3940 | +$8,000 |
| Bank B | $700,000 | 1.3905 | +$3,150 |
Answer the questions management asks
What is our hedge book worth? How much of our exposure is covered? What happens if the rate moves five percent? How much credit do we have left, and where?
- One indicative MTM total across providers
- Coverage and remaining exposure beside every valuation
- Stress results for shocks and historical scenarios
- Facility headroom and margin before the next trade
- Budget rate analysis for hedged and open exposure
- PDF and CSV reports for management, auditors and lenders
Oversight, not reconciliation. Valuations are indicative estimates at Vantry's current mid rates. They support oversight and reporting; a counterparty's own statement remains the record when reconciling a booking.
Related capabilities
Portfolio and MTM reporting
Valuation, stress testing and exports across counterparties.
Vantry ATIFacility Limit Management
Credit usage, margin and alerts by provider.
SolutionExposure and portfolio management
Keeping hedge cover in line with the forecast.
Learning centerFX risk fundamentals
Transaction, translation and economic exposure.
Understand your consolidated FX exposure
We will show how positions held with several providers are brought together, valued and reported against the exposure they cover.