Hedging policy, VaR and Cash Flow at Risk, hedge accounting under IFRS 9 and ASC 815, and independent derivative valuations, for corporate treasuries and banks.
Valuations run on UnRisk, the engine also used by
Every reporting period
Your policy, your sign-off, our production work and audit evidence. The same six outputs every period, for corporates and financial institutions alike.
How our hedge accounting service works →Reporting produced to ISO 27001 information security and SOC control standards, with the evidence your auditors expect.
Month-end made simple
We embed within your reporting cycle, supporting you through strategy, periodic reporting and audit. Over time we transfer knowledge and capability into your treasury team, with full handover of our ISO-certified valuation solution whenever you're ready to bring it in-house.
Instrument coverage
End-to-end fair value calculations across all asset classes. Every number is explainable and every assumption is defensible.
What we do
Hedge accounting first, then the risk measurement, transformation and automation behind it. The same practitioners carry the work from design through to the numbers in your accounts.
Hedge accounting, derivative valuations and scenario analysis, run every reporting period inside your governance.
We advise and we build: policy, risk measurement and reporting in your systems, then AI hedging and UnRisk-powered valuation to automate it. Supported by market-leading financial engineers.
The practitioners
Co-Founder
A group treasurer recognised for his work in derivatives, digital assets and financial risk management. Has consulted on IBOR reform, IFRS 9, dynamic risk management and asset-liability management.
Co-Founder
An accomplished FTSE 100 treasurer with a track record at Pearson, Sky and Kingfisher. Holder of the Adam Smith, Alexander Hamilton and TMI awards.
Senior Risk & Strategy Advisor
20+ years across the IMF, HSBC, American Express and Ernst & Young. Has served as a regulator-approved CRO and built enterprise risk and risk appetite frameworks.
Managing Partner, UnRisk
Quantitative risk and financial engineer behind the UnRisk valuation engine that our valuations, VaR and XVA run on. Co-author of our CFaR paper.
Cash Flow at Risk
Trading-desk VaR asks how much could be lost on today's positions over a short horizon. Boards are asking how volatility hits the business over the months and years it takes to change course.
Not the loss on open positions, but how profitability and cash flow will evolve over the horizon the business plans against. The distribution, not a worst-case estimate.
Which factors contribute most, and where natural offsets already exist. Every material driver in one distribution, then decomposed.
How Cash Flow at Risk changes if an investment is delayed, hedging is restructured or the balance sheet is reshaped. A decision-support tool, not a monitoring report.
How we deliver
UnRisk's production-grade derivatives and risk library, combined with practitioner-led diagnostics, a turnkey deployment, and integration into the workflows and BI stack your team already uses.
01
Fine-tune and advise
Exposure discovery, a diagnostic of the current hedge programme, policy gap analysis and confidence-level calibration, before a single line of code is written.
02
Turnkey build and report walk-through
UnRisk provisioned in the cloud or on-premise, exposures loaded, first Monte Carlo run produced. We walk leadership through the numbers line by line and co-author the refreshed hedging policy.
03
Workflows, BI reporting and data lakehouse
Outputs flow into the TMS, board packs and BI layers. Scheduled jobs run mark-to-market, CFaR, hedge effectiveness and ratio optimisation with ASC 815 / IFRS 9 audit trails.
By the numbers
The practitioners you meet do the work. They have run treasury risk and hedge accounting inside corporates and banks.
Why practitioners
Who does the work
Typical:Senior people sell it, a leveraged team delivers it.
The practitioners you meet do the work. They have run treasury risk and hedge accounting inside corporates and banks.
Independence
Typical:If the firm audits you, independence rules can limit the design and valuation work it may take on.
We don't audit. We can design the hedge, run the accounting and value the book.
Advice and delivery
Typical:A recommendations report, then the hand-off back to your team.
We advise and we build, then run the reporting each period if you want us to.
Valuations
Typical:Often a separate team, with a separate engagement and fee.
Independent valuations and XVA in the same engagement, powered by UnRisk.
Speed
Typical:Large programmes with long mobilisation.
First results in weeks, inside your existing systems, with an automation plan for what follows.
Independence
We don't audit. We can design the hedge, run the accounting and value the book.
Specialised advisory
Our team has participated in regulatory reform and transition adjustments for over a decade, and has worked on exotic topics across the corporate and banking industry.
Insights & Brochures
Our technical advisory practice for hedge accounting, financial risk management and regulation.
Scalable solutions for the valuation and analysis of financial instruments and portfolios, powered by UnRisk.
A CFO framework for understanding hedging and implementing Cash Flow at Risk (CFaR) across commodity, FX and interest rate exposures — quantification, hedging, accounting and governance in one repeatable cadence.
Start a conversation
Book a 30-minute diagnostic call. We'll tell you within the hour whether we can help, and where the biggest wins likely sit.