HedgePoint
PLANNING№ 05 / 064 capabilitiesShipping

Hedge Simulator

Slide forward / option / TARF mix in real time and we recompute average ratio, hedge cost, max drawdown and risk reduction. Historical simulations let you replay last year's book under your new policy.

Inside the module
  • 01.HedgeSliders + PerformanceChart + StressTesting components
  • 02.Six-bucket config (0–18M) per pair
  • 03.KIKO deduplication + exposure source priority
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00Live preview

The actual Hedge Simulator screen.

A faithful mirror of the in-app Hedge Simulator page, same headers, same tables, same controls. The same view your team sees when they log in.
/app/hedge-simulator

Hedge Simulator

Live recalcGBP/USD

Vantex Capital · test and optimize your hedging strategy without booking a trade

0–3M

85%

Hedged £2,040,000
of £2,400,000

3–6M

72%

Hedged £1,332,000
of £1,850,000

6–9M

60%

Hedged £720,000
of £1,200,000

9–12M

45%

Hedged £427,500
of £950,000

12–18M

Extended horizon

30%

Hedged £186,000
of £620,000

18–24M

Extended horizon

18%

Hedged £61,200
of £340,000

Historical Performance

Simulated P&L based on your hedge ratios (GBP/USD)

Avg Hedge: 52%
Current StrategyFully HedgedUnhedged
Jul → Jun · 12M
Stress Testing
GBP Crash
-10%

Sterling sells off sharply on a dovish BoE surprise.

Portfolio Impact: −£736,000

Run Scenario
EUR Surge
+6%

Euro rallies as ECB signals a longer tightening path.

Portfolio Impact: £441,600

Run Scenario
USD Volatility
-4%

Dollar whipsaws around a hot US CPI print.

Portfolio Impact: −£294,400

Run Scenario
Brexit Shock
-8%

Renewed trade friction reprices GBP risk premium.

Portfolio Impact: −£588,800

Run Scenario
Scenario Result: GBP Crash (−10%)

Unhedged Impact

−£736,000

With Current Strategy

−£449,000

Savings from Hedging

£287,000

Strategy Summary

Average Hedge Ratio

52%

Est. Annual Hedge Cost

£23,800

~0.5% of hedged notional

Max Drawdown

Unhedged−£736,000Hedged−£449,000

Risk Reduction

39%

vs unhedged strategy

01How it works

From input to outcome, in four steps.

Each card lights up in turn. The full cycle takes twelve seconds, about how long it takes a dealer to walk a client through the same flow.
01

Load data

Trades, rates, and forecasts stream into the platform.

02

Compute

Charts, KPIs, and aggregations recalculate live.

03

Review

Visualise the result alongside the underlying data.

04

Export

CSV or PDF for the audit file or the board pack.

024 capabilities

What's inside

The capabilities that ship with Hedge Simulator, every one of them tested end-to-end before it lands on your desk.
  • 01HedgeSliders + PerformanceChart + StressTesting components
  • 02Six-bucket config (0–18M) per pair
  • 03KIKO deduplication + exposure source priority
  • 04Four built-in stress presets + per-pair formulas
035 more in Planning

Other Planning modules

04Talk to the desk

See Hedge Simulator on real treasury data.

Twenty minutes, no setup required. Bring your own book and we'll walk through Hedge Simulator live, alongside the rest of HedgePoint.
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Walkthrough plan20 MIN
  1. 01Your book, our chrome. We mount your trades behind HedgePoint.
  2. 02Live walkthrough. Hedge Simulator in context with the rest.
  3. 03Q&A + integration map. Where it slots into your stack today.