Our Flagship Platform

Vantry ATI

Advanced Treasury Intelligence - the complete FX risk management platform for modern businesses.

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FLAGSHIP MODULE

HedgeCore

Structured evaluation of FX hedging strategies across defined parameters, constraints, and market scenarios. Built for finance teams who need transparency before execution.

Gap Analysis & Coverage

Identify residual exposure across each hedge layer in real time. Coverage dashboards quantify hedged amounts, remaining risk, and forward-looking Value at Risk under defined market conditions.

Probability Assessment

Evaluate forwards, vanilla options, collars, and structured strategies across defined strike and delta ranges. Structures are assessed under probability-weighted performance, downside protection efficiency, and defined risk constraints.

Outcome Comparison

Compare hedge structures across adverse, neutral, and favorable market environments. Probability-weighted analysis highlights downside protection, convexity tradeoffs, and breakeven resilience.

Exposure Profiling

Segment exposures by amount, timing, and direction into discrete hedge profiles. Rolling and fixed-date configurations with target coverage ratios and budget constraints.

Balance Sheet Alignment

Model how hedge structures influence cash flow timing, earnings volatility, and reporting stability. Map foreign assets and liabilities to defined net exposure requirements.

Price Attribution

Premium components clearly attributed, including market inputs and execution margin. Structured visibility ensures pricing is aligned with defined risk parameters and client objectives.

Exposure Modeling Engine
USD/CAD LHS — Sell USD Gap: $700,000 Expiry: 2027-02-28
Spot Rate
1.3634
Forward
1.3459
Fwd Pts
-175
Vol (B/M/A)
7.42/7.82/8.22
Days
365
Notional
$700K
Hedge Coverage MODERATE GAP
Hedged 72% Gap 28%
Exposure
$2,500,000
Target (80%)
$2,000,000
Hedged
$1,800,000
Gap
$700,000
Probability Assessment 5,184 structures evaluated • Top 5 meeting constraints
#
Strategy
Strike
Exp Date
Notional
Premium
Exp. Value
1
VANILLA Buy Put OTM
1.3500
Aug-26
$700K
$2,940
+$18,420
2
COLLAR Zero Cost
1.345/1.381
Sep-26
$700K
$0
+$15,230
3
FORWARD Outright
1.3488
Oct-26
$700K
$0
+$12,850
4
VANILLA Buy Put ATM
1.3682
Dec-26
$700K
$4,760
+$9,840
5
FWD EXTRA European
1.3375/1.3820
Feb-27
$700K
$0
+$8,150
Value at Risk Analysis 95% Confidence
Gross VaR
$87,420
Net VaR
$34,200
VaR Reduction
$53,220
VaR % Exp
1.37%
Volatility
7.82%

How It Works

1
Define Exposure Profiles

Define exposure profiles by currency pair, direction, notional, and horizon. Establish coverage targets, budget parameters, and risk tolerance thresholds.

2
Run the Modeling Engine

The modeling framework evaluates thousands of viable hedge structures across forwards, vanilla options, collars, and barriers using live market inputs.

3
Compare & Select

Structures are assessed using probability-weighted performance, downside protection efficiency, and cost attribution. Adjust assumptions and compare payoff distributions across market regimes.

4
Execute & Monitor

Approved structures integrate into live hedge profiles. Coverage dashboards update in real time with VaR, residual exposure tracking, and performance attribution.

ADVANCED ANALYTICS

RiskCore

Advanced probability-weighted risk analytics supporting HedgeCore decision workflows. Scenario modeling, payoff visualization, and structured performance metrics designed for pre-trade evaluation and governance oversight.

Scenario Analysis

Define spot rate ranges and market assumptions across defined regimes. Evaluate hedge performance under adverse, neutral, and favorable market conditions.

P&L Distribution

Probability-weighted outcome distributions illustrating expected performance, downside thresholds, and benchmark comparisons versus forwards and unhedged exposure.

Risk Quantification

Forward-looking Value at Risk, dispersion metrics, and percentile analysis providing structured visibility into volatility and tail exposure.

Rate Touch Probability

Barrier probability calculations assess the likelihood of spot reaching defined test levels during the contract life under current volatility and drift assumptions.

3D Payoff Surface

Interactive three-dimensional visualization mapping option value sensitivity across spot rate, time to expiry, and P&L dimensions. Illustrates time decay and structural risk exposure across evolving market conditions.

Risk Reporting

Generate client-ready risk reports including probability distributions, scenario analysis, performance metrics, and structured strategy documentation.

Position Risk Analyzer
COLLAR USD/CAD LHS — Sell USD Expiry: 2027-02-28
Strategy Details
Zero Cost Collar
Client: ABC Company
Direction: LHS — Sell USD
Market Reference (Mid)
Spot:
1.3634
Vol:
7.82%
Fwd Pts:
-175
Days:
365
Option Structure
Leg 1: BUY PUT
Strike: 1.3500
Notional: $700K
Leg 2: SELL CALL
Strike: 1.3850
Notional: $700K
Probability Distribution & P&L
FWD 1.30 1.34 1.38 1.40 1.42 +$15K $0 -$12K Strategy Forward Unhedged ITM OTM
Performance Metrics EXPORT PDF
Expected Value
+$4,820
Prob. Outperformance
62.3%
Weighted Outperf.
+$8,240
95th Percentile
+$14,560
5th Percentile (VaR)
-$9,180
Std Deviation
$6,420
Rate Touch Analysis
Test Level 1.3300 41.3%
Probability of touching during contract life
3D Payoff Surface Spot × Time × P&L

How It Works

1
Select a Quote or Position

Import any quoted or executed hedge structure into the risk framework. Strategy details, option legs, and current market inputs are populated automatically.

2
Configure Scenario Parameters

Define spot rate ranges and market assumptions across defined regimes. Set level tests, adjust volatility assumptions, and enable benchmark comparisons versus forwards or unhedged exposure.

3
Analyze the Distribution

The framework evaluates a structured range of spot scenarios using probability-based modeling. P&L distributions, Value at Risk, expected performance, and dispersion metrics are generated in real time.

4
Export & Present

Generate structured risk reports including probability distributions, performance metrics, and scenario outputs for client presentation, internal review, or compliance documentation.

Market & Valuation Tools

Technical Analysis

Market context and historical behavior analysis across FX pairs. Technical Analysis provides structured insight into historical price behavior, volatility conditions, and market positioning across major currency pairs. Tools are designed to contextualize current market levels and support informed timing discussions without reliance on short term prediction.

Core Capabilities:

  • Historical Rate Distributions & Percentiles: Analyze where current spot levels sit relative to historical ranges, averages, and percentile thresholds over custom date ranges
  • Volatility & Trend Context: Monitor realized volatility, rolling volatility measures, and trend direction to assess prevailing market conditions and regime shifts
  • Support & Resistance Frameworks: Identify statistically derived support and resistance levels across short, medium, and long term horizons to contextualize market sensitivity
  • Momentum & Technical Indicators: Apply commonly used indicators including moving averages, Bollinger Bands, and RSI to assess market momentum and relative strength
  • Seasonality & Period Effects: Review historical monthly, weekly, and quarter end patterns to understand recurring market behaviors and timing effects
Technical Analysis

MTM Reporting

Independent MTM and portfolio risk reporting across FX exposures. MTM Reporting provides transparent valuation and risk visibility across executed FX contracts, including positions booked with Vantry and third party counterparties. Reporting is designed to support financial reporting, internal review, and ongoing risk oversight.

Core Capabilities:

  • Position & Portfolio MTM: Valuation across individual contracts and aggregated portfolios using current market inputs
  • Exposure & Coverage Visibility: View hedged volumes alongside remaining underlying exposure to assess coverage levels and residual risk
  • Scenario & Stress Testing: Assess the impact of defined market moves on both hedged positions and unhedged exposure
  • Weighted Rates & Settlement Profiles: Consolidated views of notional exposure, weighted average rates, and settlement timing
  • Cross Counterparty Reporting: Unified MTM reporting across trades executed with multiple banking counterparties
MTM Reporting

Ready to See Vantry ATI in Action?

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