How to roll your hedge in SaepioX?

Tutorial

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Description

The Hedge Roll process is for many companies a very complex process. Due to the number of trades and if all hedges mature on the same date, the cost of errors is huge, as it is the full exposure that is traded. 

Filtering helps you to focus on only what is needed. 

 

If you do not need to handle all the breaches – just click on the breach and Snooze the breach (under action). 

This insures that you can document for Auditors why you did not trade at anytime.

Filter

You can choose to handle the Roll and adjustment in one ore in two processes. Your netting possibilities are best if the roll is handled and adjusted in one process

Triangulation

SaepioX enables you to trade with more liquid currency cross, when you want to.

 

In case you have a preferred triangulation (e.g. always BRL against USD) it can be configured easily. 

Show hierarchy

 The hierarchy shows you the connection between the  

 

Trades that have switched side 

 

  • = Triangulated trades 

  • = Trades that are split into a FX SPOT and a FX Forward/SWAP 

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