Turn a future EUR/USD exposure into a decisive, boardroom-ready hedge.
FX DESK is a EUR/USD treasury-hedging engine for corporate treasury. Enter what you will receive, when, and how certain it is — and the desk returns the instrument, the hedge ratio, the notional, the timing and the maturity, with an alternative structure and a full scenario analysis. Pricing and sizing run on a rigorously-tested proprietary core; the rate outlook is read from the market, not from a house view. Every number is defensible, and the recommendation is decisive — a memo a committee can sign. The engine is the moat, and it stays under the hood.
Most FX tools hand a treasurer a screen of rates and leave the decision on the table. FX DESK takes the other side: it prices the market on a rigorously-tested, proprietary core and commits to a board-ready recommendation, sized to your policy and risk appetite — an answer you can defend line by line. The engine behind it is the moat, and it stays under the hood.
A daily-updated EUR/USD reference feed, close to live mid, with an official daily fixing as fallback. Every market input can be overwritten with your own dealer marks for the actual tenor before you commit.
Forward rates are shown both at mid and net of the dealer spread — so the rate you compare is one you can actually deal, not a screen quote. The pricing is internally consistent and arbitrage-free; the mechanics stay under the hood.
Premiums for options and zero-cost collars come from a rigorously-tested pricing core, adjusted for the market's own volatility profile — indicative to within a dealer run, with the protective and financing legs sized for you. The model is proprietary.
The desk returns one answer: instrument, hedge ratio, notional, timing and maturity — plus an alternative structure for the committee to weigh. The ratio is a rules-based read of policy, probability, risk appetite and objective: a starting point for judgement, stated plainly.
A probabilistic rate cone read from the market's own pricing of future outcomes — it shows the range of where EUR/USD could land, as decision context. It is explicitly not a directional forecast or a house view on EUR/USD.
A full scenario analysis values the unhedged and hedged positions across moved spot, in your functional currency — and the recommendation is checked against your dealing line, flagging when required capacity exceeds the credit you have.
The output is not a dashboard to interpret — it is a written FX Hedging Recommendation a treasury committee can read, challenge and sign. Every figure is computed from the market inputs and the model, and the memo states its own methodology and limits.
The exposure restated in functional currency, its materiality as a share of revenue, the receipt probability, and the direction of risk left open — the case for hedging, before any instrument is chosen.
Forward, option, collar or layered program, with the mid and executable forward, the option premium as a share of notional, and the zero-cost collar's floor and cap — each priced and compared on the same market inputs.
The primary recommendation as a clean key-value block — instrument, hedge ratio, new notional after any existing hedge, execution timing, maturity, locked outcome and premium — with any tranche schedule and an alternative structure beside it.
A market-implied probability cone for where EUR/USD could land at maturity — read from the market's own pricing and shown as decision context, never as a prediction.
Unhedged versus the recommended hedge across a grid of moved spot rates, valued in functional currency with the hedged leg blended against the unhedged remainder — the worst case made explicit.
A plain-language directive — execute this hedge, at this ratio, to this maturity, for these reasons — closed by a methodology-and-limitations note so the committee signs with the assumptions in full view.
"This memo covers transaction FX risk and is decision support — not a dealing or booking system, and not investment advice. Where the case to hedge is not made, the desk says: remain unhedged and monitor."
Amount and currency, expected receipt date and probability, your hedge policy, risk appetite and treasury objective — plus any budget rate, existing hedge and dealing line. A worked reference case is pre-filled; override with your own figures.
Live spot in; forwards, options and collars priced on the proprietary core, plus a market-implied rate cone — all computed on the same inputs, all overridable with your own marks.
A decisive recommendation with an alternative, a full scenario grid, a dealing-line check and a written committee directive — exported as a board-ready memo, with its methodology and limits stated on the page.
Live rates · Defensible pricing · Board-ready orders · Decision support, not advice