Hedge Performance

FiREapps Hedge Performance analytics quickly isolate underlying drivers of FX Gain/Loss and provide Finance professionals with the ability to measure & explain the true efficacy of their balance sheet currency hedging program on an ongoing basis.

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Hedge Performance Analytics
Comprehensive Analytics Deliver Unparalleled Ability to Decompose Hedging Results

FiREapps Hedge Performance Analysis streamlines the process of period end attribution analysis. The application will pull together disparate data sources (hedges, beginning and ending period b/s data, rates and gain/loss data) to drive a quick, insightful analysis of the true gain/loss, breaking it out across:

Forward Points

instantly back out the transaction costs incurred during the period

ForecastError

Forecast Error

compare the expected hedging outcome to the period-end actuals to understand where the forecast deviated

UnhedgedExposure

Unhedged Exposure

drill into gain/loss attributable to unhedged exposures

TradeDelay

Trade Delay

isolate the amount of gain/loss attributable to hedging at a different rate (usually due to timing) than forecast

The Flexibility to Model Hedge Program Performance Across a Number of Dimensions

FiREapps hedge performance analysis makes it easy to craft insightful views of the outcome of your hedging
program. Due to the flexibility of the FiREapps platform, Finance professionals can analyze performance across:

Organizational:

Breakdown performance data by Currency Pair, Entity, Entity Group

Exposure Source:

Model performance based on: Account Group, Account, ERP