Whether you're overweight dollars or holding just what settlement needs, we diagnose your currency weights against measured history and show how much more the same cash could have earned over the past two years, inside your payment schedule.
Balance totals by currency as of your last closing date are enough. We already hold the rate and carry history. A few month-end snapshots and upcoming payment amounts make the diagnostic sharper.
On 2 years of measured history, we plot the risk and return coordinates of your current position, then compute an allocation policy inside your settlement floors and per-currency caps.
You get a backtest of what the policy would have returned, net of execution costs, as a report. Decisions and execution stay with you.
Your accounts and payment schedules are already connected, so there is nothing to send. Weights are reviewed every Wednesday, and this report builds itself monthly.
Send one sheet of currency balances as of your last closing date, and we will walk you through the measured diagnostic in a 30-minute call. Decide what to do with it afterward.
Request a diagnostic