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Vantry ATI · RiskCore

Understand a structure before you commit to it

RiskCore analyses one hedging structure at a time, whether a quote under consideration or a position already held: how its effective rate behaves across outcomes at expiry, how it compares with a forward and with leaving the exposure open, and how likely the market is to reach the levels that matter.

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Illustrative interface. Synthetic structure and outcome distribution.
The question it answers

What could this structure do, and how likely is it?

An option or structured hedge is usually presented by its best case and its protected rate. The outcomes in between, the probability of each, and the conditions under which a barrier or leverage changes the result are what a treasury committee needs to see.

HedgeCore asks which structure suits an exposure. RiskCore examines how one structure behaves. Any HedgeCore result opens directly in RiskCore, and clients can analyse their own quotes and structures they design.

Scope. RiskCore analyses one structure at one expiry. Risk across all positions, including stress tests, sits in portfolio and MTM reporting. Barrier structures are shown on their outcome at expiry, with a note on screen where a barrier can be triggered earlier.

What it shows

The full range of outcomes, not only the protected rate

Effective rate and payoff

The rate achieved at expiry across the range of exchange rates, against a forward and against an unhedged position.

Outcome distribution

Outcomes weighted by probability, with expected value, probability of profit, and the 5th, median and 95th percentile results.

Touch probabilities

The probability of the rate trading through a level you choose before expiry, for barrier and trigger structures.

Scenario inputs

Override spot, volatility, days to expiry or forward points to see how the result moves.

Payoff surface

A 3D view of value across exchange rate and time to expiry.

Risk reports

A PDF report, including a spot ladder, for review, approval and the decision file.

Why it matters

Approvals based on the whole picture

When a structure goes to a CFO or a committee, RiskCore shows what it does in a strong market and a weak one, what it gives up against a forward, and where a barrier or leverage changes the result.

  • Costs made explicit

    The cost of protection and the participation given up are shown against the same distribution of outcomes.

  • Barrier risk in numbers

    The probability of reaching a trigger level is stated, rather than described as unlikely.

  • A record for later

    The PDF report documents what was known about the structure when it was approved.

Connected capabilities
Vantry ATI

HedgeCore

Which structures suit an exposure, ranked on your objective.

 Vantry ATI

Portfolio and MTM reporting

Stress tests and valuation across all positions.

 Financial services

Options and structures

How each structure protects, participates and obliges.

 Learning center

Options contracts

Calls, puts, collars and structures explained.

Explore structure risk analysis

We can analyse a structure you hold or are considering, and walk through how it behaves across outcomes before you decide.

Request a demonstration About HedgeCore 1-855-887-2793