Consult the current currency exposure at any time, view the deviation from the current hedge, and have orders automatically generated in the system. It’s all possible with the Currency Hedging module.
Based on the existing fx derivative positions, Alloq automatically calculates the optimal trades based on parameters such as ticket size, counter-party risk and back-hedging with maximum buy limits.
Eliminate risk and manual fumbling, free your hands and time for the work that matters.
Connect
Use portfolio data from systems such as Simcorp Dimension, MultiFonds en HiPortfolio for testing purposes, and to generate an infinite amount of scenarios.
Implement
Authenticate as you are used to, for example by means of the organization-regulated Active Directory. Assign privileges to specific users so that the right people have the right roles.
To work!
After the implementation, we offer a free test phase. The license costs only start with the commissioning. Since then, currency hedging has never been more efficient and effective.
Alloq’s robust setup supports virtually any currency and/or asset class-related hedging method. Benchmark weights, market weights or proxies; the easy-to-read syntax gives investment managers full control. This also enables you to quickly test what-if analyzes and various scenarios, but also to have your model validated by your customer or model validation team.
A well-arranged dashboard provides insight into all the most important parts, cleverly sorted based on what needs attention. Spotting anomalies directly in a portfolio is made even easier with our automated Exception reporting. If there is a deviation from the expected value, a signal is sent proactively.
Taking a look yourself up to instrument level is no problem. The data can be down-drilled at currency, asset class and gross/net fx exposure levels.
The system loads the existing market values, FX contracts and mandates. By mixing these 3 components, it is possible to keep a clear grip on the portfolio and (hedge) positions. Adjustments are made on the basis of clear, filterable data. Alloq offers the tools to be able to make adjustments directly from the software in addition to insight.
It is possible to view the entire currency exposure up to every 15 minutes. near-time. It only takes a few minutes between insight and the actual sending of orders to your back office. In addition, the process can be performed completely STP. Please contact our team for this.
Try our free demo or ask your question via info@alloq.nl or +31 10 798 7188
Rights and roles are set up dynamically and are freely applicable where necessary. Parts in Alloq can be required with a four-eye check for verification. Expandable with even more extra control steps.
Export to any format. Both via the API and a number of pre-selected formats. Exports can be adjusted so that they can easily be included in existing processes.
Every calculation step can be traced back to the deepest level. Powered by blockchain technology, always traceable.
Your processes are in good hands with us. Periodic ISAE3402 type II audit, and ISO 9001 & ISO 27001 certified.
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