Small cracks can become big risk exposures
Corphedge offers easy-to-use solution for proper FX risk management. Everything is simplified and understandable, so companies do not need specific FX knowledge to start managing their risks properly.
With operational expert advice, live sessions and support in setting up and navigating the platform, Corphedge helps you manage the whole FX risk management process.
PLATFORM + OPERATIONAL EXPERT ADVICE
Modern software with hands-on expert support.
PLATFORM
Manage your FX risks in one place.
Everything you need to run a structured FX risk management process — from cash flows to hedging policies to reports.
•
Create portfolios, set budget rates and FX hedging policies
•
Record trades and track your hedging portfolio in real time
•
Access valuations, reports and sensitivity analysis
EXPERT ADVICE
Operational expert advice.
Real humans who know FX. Your personal manager helps you navigate the platform and your portfolio — from day one.
•
Create portfolios, set budget rates and FX hedging policies
•
Record trades and track your hedging portfolio in real time
•
Access valuations, reports and sensitivity analysis
Packed with features
your team will love.
Explore all the features ->
01
Notifications
Receive notifications regarding your portfolio and market events via SMS, email or internal messages.
SMS
Email
In-app
02
Risk expeditions
Weekly live conversations with Corphedge experts to review your portfolio and discuss your FX risks.
Weekly with yout personal manager
03
Track important metrics
See the key parameters and information you need directly in every portfolio dashboard.
04
Custom configuration
Configure customer zones and platform settings based on individual requirements.
Tailored to you
05
Reports
Create reports and send them to any given email without entering the platform.
06
Cloud Storage
Access the platform securely from any device and any place where an internet connection is available.
Don’t think that FX is not your business.
“FX is your business because it affects the company’s bottom line.”
Unmanaged FX risks can affect earnings, cash flows and business results. At the same time, many companies do not have sufficient knowledge or dedicated resources to manage FX risks properly.
Corphedge helps companies understand their exposures, budget effectively, manage volatility and create a more structured FX risk management process.
01
Understand your exposure
Know how currency movements can affect your current
and future cash flows.
and future cash flows.
02
Reduce volatility
Use a structured hedging approach instead of making
individual or speculative FX decisions.
individual or speculative FX decisions.
03
Protect your cash flows
Manage FX risks more effectively and improve
predictability when working with partners and clients in
different currencies.
predictability when working with partners and clients in
different currencies.
FAQ
- FX Risk & Exposure
- Strategies & Policies
- Platform
- Reporting, Security & Support
- Valuation
- Hedge Accounting
Foreign exchange risk, or FX risk, is the financial risk created when a business has revenues, costs, assets, liabilities or cash flows in currencies other than its functional currency.
Exchange rates can move between the time a transaction is agreed and the time it is paid or received. These movements can affect profit margins, cash flow, budgets and financial results.
For companies operating internationally, FX risk management helps reduce this uncertainty. The objective is not to predict currency markets, but to understand the company’s exposure and manage the potential financial impact of exchange-rate movements.
Exchange rates can move between the time a transaction is agreed and the time it is paid or received. These movements can affect profit margins, cash flow, budgets and financial results.
For companies operating internationally, FX risk management helps reduce this uncertainty. The objective is not to predict currency markets, but to understand the company’s exposure and manage the potential financial impact of exchange-rate movements.
Companies generally face three main types of foreign exchange exposure: transaction exposure, translation exposure and economic exposure.
Transaction exposure arises from foreign-currency payments and receipts, such as invoices, purchases or sales.
Translation exposure occurs when foreign-currency assets, liabilities or financial statements are converted into the company’s reporting currency.
Economic exposure is broader and considers how long-term exchange-rate changes can affect future cash flows, pricing, competitiveness and profitability.
Understanding which type of FX exposure a business has is an important first step in choosing an appropriate risk management approach.
Transaction exposure arises from foreign-currency payments and receipts, such as invoices, purchases or sales.
Translation exposure occurs when foreign-currency assets, liabilities or financial statements are converted into the company’s reporting currency.
Economic exposure is broader and considers how long-term exchange-rate changes can affect future cash flows, pricing, competitiveness and profitability.
Understanding which type of FX exposure a business has is an important first step in choosing an appropriate risk management approach.
FX exposure is calculated by identifying expected foreign-currency inflows and outflows and determining the company’s net position in each currency and time period.
For example, if a company expects to receive USD 1 million from customers but pay USD 600,000 to suppliers during the same period, its initial net USD exposure is USD 400,000.
The analysis can become more complex when a business has multiple currencies, subsidiaries, forecast cash flows, existing hedges, loans and different payment dates.
A centralised FX exposure management process helps finance teams combine these positions and see how much currency risk remains unhedged.
For example, if a company expects to receive USD 1 million from customers but pay USD 600,000 to suppliers during the same period, its initial net USD exposure is USD 400,000.
The analysis can become more complex when a business has multiple currencies, subsidiaries, forecast cash flows, existing hedges, loans and different payment dates.
A centralised FX exposure management process helps finance teams combine these positions and see how much currency risk remains unhedged.
Exchange-rate movements can change the home-currency value of foreign revenues and costs.
For example, an importer that agrees to buy goods in USD may know the dollar cost of the purchase but not the fina
l EUR cost if payment will be made several months later. An unfavourable currency movement can increase the cost and reduce the expected profit margin.
Exporters face the opposite problem when foreign-currency revenues become worth less in their reporting currency.
FX risk management helps companies reduce these unexpected changes and improve the predictability of cash flow, margins and budgets.
For example, an importer that agrees to buy goods in USD may know the dollar cost of the purchase but not the fina
l EUR cost if payment will be made several months later. An unfavourable currency movement can increase the cost and reduce the expected profit margin.
Exporters face the opposite problem when foreign-currency revenues become worth less in their reporting currency.
FX risk management helps companies reduce these unexpected changes and improve the predictability of cash flow, margins and budgets.
Value at Risk, commonly known as VaR, is a statistical method used to estimate the potential loss associated with a financial position over a defined period and at a specified confidence level.
In corporate FX risk management, VaR can help quantify the potential impact of currency movements across a portfolio of foreign-currency exposures.
Rather than looking only at the nominal value of an exposure, VaR introduces the volatility and behaviour of the underlying currencies into the analysis.
Companies can also compare VaR before and after hedging to understand how different hedging strategies may reduce overall currency risk.
In corporate FX risk management, VaR can help quantify the potential impact of currency movements across a portfolio of foreign-currency exposures.
Rather than looking only at the nominal value of an exposure, VaR introduces the volatility and behaviour of the underlying currencies into the analysis.
Companies can also compare VaR before and after hedging to understand how different hedging strategies may reduce overall currency risk.
Net FX exposure is the amount of currency risk remaining after relevant foreign-currency inflows and outflows are offset against each other.
For example, a business expecting USD 800,000 in customer receipts and USD 500,000 in supplier payments over the same period may have a net USD exposure of approximately USD 300,000 before considering existing hedges.
Calculating net exposure can prevent a company from hedging gross positions unnecessarily.
A proper calculation should also consider timing differences, forecast certainty, existing forward contracts and other hedging transactions before determining how much exposure remains.
For example, a business expecting USD 800,000 in customer receipts and USD 500,000 in supplier payments over the same period may have a net USD exposure of approximately USD 300,000 before considering existing hedges.
Calculating net exposure can prevent a company from hedging gross positions unnecessarily.
A proper calculation should also consider timing differences, forecast certainty, existing forward contracts and other hedging transactions before determining how much exposure remains.
FX sensitivity analysis examines how a company’s financial position could change if exchange rates move higher or lower.
For example, a finance team may calculate what happens to projected cash flow or portfolio value if EUR/USD moves by 2%, 5% or another defined amount.
Stress testing goes further by considering more significant or historically observed market movements and evaluating how the company or hedging strategy would behave under those scenarios.
Both techniques help management understand potential downside risk before it materialises and can support decisions about hedge ratios, budgets and FX risk limits.
For example, a finance team may calculate what happens to projected cash flow or portfolio value if EUR/USD moves by 2%, 5% or another defined amount.
Stress testing goes further by considering more significant or historically observed market movements and evaluating how the company or hedging strategy would behave under those scenarios.
Both techniques help management understand potential downside risk before it materialises and can support decisions about hedge ratios, budgets and FX risk limits.
FX exposure should be reviewed regularly and whenever there is a meaningful change in expected foreign-currency cash flows.
The appropriate frequency depends on the business. A company with frequent international transactions may need continuous or weekly monitoring, while a business with relatively stable exposures may use a monthly review process.
Finance teams should also reassess exposure when forecasts change, new contracts are signed, hedging transactions are executed or exchange rates move significantly.
The key is to make FX monitoring a repeatable process rather than reviewing currency risk only after a major market movement has already occurred.
The appropriate frequency depends on the business. A company with frequent international transactions may need continuous or weekly monitoring, while a business with relatively stable exposures may use a monthly review process.
Finance teams should also reassess exposure when forecasts change, new contracts are signed, hedging transactions are executed or exchange rates move significantly.
The key is to make FX monitoring a repeatable process rather than reviewing currency risk only after a major market movement has already occurred.
Any business with significant foreign-currency revenues, expenses, assets, liabilities or forecast cash flows may benefit from structured FX risk management.
Typical examples include importers, exporters, manufacturers, wholesalers, retailers, logistics companies, technology businesses and international groups.
A company does not need to be a multinational corporation to have meaningful FX risk. Even an SME with a few large foreign-currency supplier payments can experience significant changes in margins if exchange rates move adversely.
The important question is whether currency movements can materially affect the company’s cash flow, profitability or financial planning.
Typical examples include importers, exporters, manufacturers, wholesalers, retailers, logistics companies, technology businesses and international groups.
A company does not need to be a multinational corporation to have meaningful FX risk. Even an SME with a few large foreign-currency supplier payments can experience significant changes in margins if exchange rates move adversely.
The important question is whether currency movements can materially affect the company’s cash flow, profitability or financial planning.
Currency hedging is the process of reducing the financial uncertainty created by movements in foreign exchange rates.
Companies can reduce FX risk through operational techniques such as natural hedging and netting or through financial instruments such as FX forwards and options.
For example, a company expecting a future USD payment may use an FX forward to establish an exchange rate for that payment in advance.
Corporate hedging is generally about protecting budgets, cash flows and margins rather than trying to profit from predicting currency movements. A structured hedging approach defines which risks should be managed and how.
Companies can reduce FX risk through operational techniques such as natural hedging and netting or through financial instruments such as FX forwards and options.
For example, a company expecting a future USD payment may use an FX forward to establish an exchange rate for that payment in advance.
Corporate hedging is generally about protecting budgets, cash flows and margins rather than trying to profit from predicting currency movements. A structured hedging approach defines which risks should be managed and how.
The right FX hedging strategy depends on the nature of the company’s exposure, its risk appetite and its financial objectives.
Important factors include the certainty of future cash flows, currencies involved, time horizon, budget rates, acceptable volatility, hedging costs and existing internal policy.
Committed transactions may be managed differently from uncertain forecast cash flows, while an importer may have different objectives from an exporter.
Rather than selecting a strategy based only on expectations about future exchange rates, companies can compare alternative hedging approaches using historical data, sensitivity analysis and stress testing before deciding which approach best matches their risk profile.
Important factors include the certainty of future cash flows, currencies involved, time horizon, budget rates, acceptable volatility, hedging costs and existing internal policy.
Committed transactions may be managed differently from uncertain forecast cash flows, while an importer may have different objectives from an exporter.
Rather than selecting a strategy based only on expectations about future exchange rates, companies can compare alternative hedging approaches using historical data, sensitivity analysis and stress testing before deciding which approach best matches their risk profile.
There is no universal hedge ratio that is suitable for every company.
A company may choose to hedge a high percentage of committed contractual cash flows while using a lower hedge ratio for less certain forecast exposures. The appropriate percentage depends on factors such as cash-flow certainty, risk tolerance, time horizon, hedging costs and the company’s FX policy.
The objective should be to reduce risk to an acceptable level rather than automatically hedge 100% of every foreign-currency position.
Analysing different hedge ratios can help management understand the trade-off between risk reduction, flexibility and hedging cost.
A company may choose to hedge a high percentage of committed contractual cash flows while using a lower hedge ratio for less certain forecast exposures. The appropriate percentage depends on factors such as cash-flow certainty, risk tolerance, time horizon, hedging costs and the company’s FX policy.
The objective should be to reduce risk to an acceptable level rather than automatically hedge 100% of every foreign-currency position.
Analysing different hedge ratios can help management understand the trade-off between risk reduction, flexibility and hedging cost.
An FX hedging policy is a set of internal rules that defines how a company identifies, measures and manages foreign exchange risk.
A well-designed policy typically defines which exposures should be managed, permitted hedging instruments, hedge ratios, time horizons, responsibilities, approval limits and reporting requirements.
It may also include budget rates, risk limits and procedures for monitoring existing hedges.
The purpose of an FX policy is to create consistency. Instead of making currency decisions based on short-term market opinions, employees can follow an agreed framework that reflects the company’s business model and risk tolerance.
A well-designed policy typically defines which exposures should be managed, permitted hedging instruments, hedge ratios, time horizons, responsibilities, approval limits and reporting requirements.
It may also include budget rates, risk limits and procedures for monitoring existing hedges.
The purpose of an FX policy is to create consistency. Instead of making currency decisions based on short-term market opinions, employees can follow an agreed framework that reflects the company’s business model and risk tolerance.
Over-hedging occurs when the amount hedged becomes greater than the underlying FX exposure.
This can happen when forecast cash flows change, transactions are cancelled, exposures are counted twice or finance teams do not have an accurate view of existing hedging transactions.
Companies can reduce this risk by monitoring underlying cash flows and executed hedges together rather than treating them as separate datasets.
Regular reconciliation, net exposure calculations and sensitivity analysis are also important. The hedging position should be updated when business forecasts change so that the hedge continues to reflect the actual economic exposure.
This can happen when forecast cash flows change, transactions are cancelled, exposures are counted twice or finance teams do not have an accurate view of existing hedging transactions.
Companies can reduce this risk by monitoring underlying cash flows and executed hedges together rather than treating them as separate datasets.
Regular reconciliation, net exposure calculations and sensitivity analysis are also important. The hedging position should be updated when business forecasts change so that the hedge continues to reflect the actual economic exposure.
A budget rate is an exchange rate used when preparing financial forecasts, budgets, pricing or expected profit margins.
For example, a company may prepare its annual budget using an assumed EUR/USD exchange rate. If the actual rate later moves significantly away from that assumption, expected revenues, costs or margins can change.
An FX hedging strategy can be designed to reduce the effect of these movements and improve the probability of achieving an acceptable effective exchange rate.
Monitoring actual and hedged positions against budget rates also helps management see whether currency movements are putting financial targets at risk.
For example, a company may prepare its annual budget using an assumed EUR/USD exchange rate. If the actual rate later moves significantly away from that assumption, expected revenues, costs or margins can change.
An FX hedging strategy can be designed to reduce the effect of these movements and improve the probability of achieving an acceptable effective exchange rate.
Monitoring actual and hedged positions against budget rates also helps management see whether currency movements are putting financial targets at risk.
Natural hedging reduces FX risk by matching foreign-currency inflows and outflows rather than immediately using financial derivatives.
For example, a company receiving USD from customers may use those dollars to pay USD suppliers. Only the remaining net currency exposure may then require additional hedging.
Other natural hedging techniques can include matching financing with revenues in the same currency or coordinating foreign-currency assets and liabilities.
Natural hedging can reduce transaction costs and the amount of external hedging required. However, it may not remove all currency risk, particularly when the timing or amount of inflows and outflows differs.
For example, a company receiving USD from customers may use those dollars to pay USD suppliers. Only the remaining net currency exposure may then require additional hedging.
Other natural hedging techniques can include matching financing with revenues in the same currency or coordinating foreign-currency assets and liabilities.
Natural hedging can reduce transaction costs and the amount of external hedging required. However, it may not remove all currency risk, particularly when the timing or amount of inflows and outflows differs.
These strategies differ mainly in when and how FX exposure is hedged.
A static hedge generally establishes a hedge position and keeps it relatively unchanged for the defined period.
A rolling hedge regularly replaces or extends hedges as time moves forward, maintaining protection over a recurring horizon.
A layered hedge gradually hedges portions of future exposure at different times rather than fixing the entire position at one exchange rate.
Each approach produces different results under different market conditions. Historical backtesting and stress testing can help companies understand how these strategies might affect volatility, flexibility and effective exchange rates.
A static hedge generally establishes a hedge position and keeps it relatively unchanged for the defined period.
A rolling hedge regularly replaces or extends hedges as time moves forward, maintaining protection over a recurring horizon.
A layered hedge gradually hedges portions of future exposure at different times rather than fixing the entire position at one exchange rate.
Each approach produces different results under different market conditions. Historical backtesting and stress testing can help companies understand how these strategies might affect volatility, flexibility and effective exchange rates.
An FX forward is an agreement to exchange two currencies at a predetermined rate on a future date.
Companies often use forwards when they know they will need to make or receive a foreign-currency payment in the future and want greater certainty about the exchange rate.
For example, an importer expecting a USD supplier payment in three months may use a forward to establish the EUR cost in advance.
Forwards can be effective for predictable exposures, but companies should consider the certainty and timing of the underlying cash flow because the forward remains a contractual transaction even if the business exposure later changes.
Companies often use forwards when they know they will need to make or receive a foreign-currency payment in the future and want greater certainty about the exchange rate.
For example, an importer expecting a USD supplier payment in three months may use a forward to establish the EUR cost in advance.
Forwards can be effective for predictable exposures, but companies should consider the certainty and timing of the underlying cash flow because the forward remains a contractual transaction even if the business exposure later changes.
CorpHedge is an FX risk management platform designed to help businesses identify, analyse, monitor and manage foreign exchange exposure.
It is particularly relevant to CFOs, finance teams, accountants, treasury professionals and business owners managing foreign-currency cash flows without a large dedicated treasury department.
CorpHedge can be used to centralise FX exposure data, portfolios, budget rates and executed hedging transactions and to analyse different risk management approaches.
The platform is primarily designed for corporate FX risk management, while banks, brokers and advisers can also use CorpHedge when working with corporate clients.
It is particularly relevant to CFOs, finance teams, accountants, treasury professionals and business owners managing foreign-currency cash flows without a large dedicated treasury department.
CorpHedge can be used to centralise FX exposure data, portfolios, budget rates and executed hedging transactions and to analyse different risk management approaches.
The platform is primarily designed for corporate FX risk management, while banks, brokers and advisers can also use CorpHedge when working with corporate clients.
CorpHedge brings FX exposure data, existing hedges and risk analysis into a central environment.
Companies can create portfolios for different currencies, add or import cash flows, record budget rates and executed transactions, monitor open exposure and analyse how changes in exchange rates could affect their position.
The platform can also use historical data to compare hedging strategies and help companies evaluate how different approaches may reduce volatility.
By centralising this information, finance teams can replace ad-hoc FX decisions with a more structured process for analysing, monitoring and managing currency risk.
Companies can create portfolios for different currencies, add or import cash flows, record budget rates and executed transactions, monitor open exposure and analyse how changes in exchange rates could affect their position.
The platform can also use historical data to compare hedging strategies and help companies evaluate how different approaches may reduce volatility.
By centralising this information, finance teams can replace ad-hoc FX decisions with a more structured process for analysing, monitoring and managing currency risk.
Spreadsheets can work well for simple calculations, but FX risk management becomes harder to control as the number of currencies, cash flows, hedging transactions and reporting requirements increases.
CorpHedge provides a centralised environment for storing and analysing FX information, monitoring portfolios, valuing positions, reviewing sensitivity and generating reports.
It can also provide notifications and historical strategy analysis that would otherwise require additional spreadsheet models and manual processes.
For finance teams, the main advantage is not simply replacing Excel. It is creating a repeatable FX risk management process with clearer visibility over exposures, hedges and portfolio risk.
CorpHedge provides a centralised environment for storing and analysing FX information, monitoring portfolios, valuing positions, reviewing sensitivity and generating reports.
It can also provide notifications and historical strategy analysis that would otherwise require additional spreadsheet models and manual processes.
For finance teams, the main advantage is not simply replacing Excel. It is creating a repeatable FX risk management process with clearer visibility over exposures, hedges and portfolio risk.
The most important starting point is information about the company’s foreign-currency exposure.
This normally includes expected foreign-currency cash inflows and outflows, the relevant currencies, amounts and expected dates. Companies can also add information such as budget rates, existing hedging transactions and internal FX hedging rules.
The quality of the analysis depends on the quality of the underlying exposure data, so forecasts should be updated when business expectations change.
CorpHedge experts can also assist clients with analysing their FX risks, entering data and navigating the platform during the setup process.
This normally includes expected foreign-currency cash inflows and outflows, the relevant currencies, amounts and expected dates. Companies can also add information such as budget rates, existing hedging transactions and internal FX hedging rules.
The quality of the analysis depends on the quality of the underlying exposure data, so forecasts should be updated when business expectations change.
CorpHedge experts can also assist clients with analysing their FX risks, entering data and navigating the platform during the setup process.
Yes. CorpHedge uses historical market data to test and compare different hedging approaches.
Historical backtesting allows finance teams to examine how alternative strategies would have behaved during previous currency-market conditions. This can help management compare volatility, risk reduction and other outcomes before selecting a strategy.
Backtesting should not be treated as a prediction of future exchange rates. Its value is in showing how a strategy behaves across different historical environments.
Companies can therefore use historical analysis as one input when developing or reviewing an FX hedging policy rather than basing decisions purely on market forecasts.
Historical backtesting allows finance teams to examine how alternative strategies would have behaved during previous currency-market conditions. This can help management compare volatility, risk reduction and other outcomes before selecting a strategy.
Backtesting should not be treated as a prediction of future exchange rates. Its value is in showing how a strategy behaves across different historical environments.
Companies can therefore use historical analysis as one input when developing or reviewing an FX hedging policy rather than basing decisions purely on market forecasts.
CorpHedge allows companies to add foreign-currency cash flows with different timelines and import cash-flow information from existing systems.
Users can also record executed hedging transactions so that hedges can be analysed together with the underlying business exposure.
Combining these datasets is important because a finance team needs to know not only how much foreign currency it expects to receive or pay, but also how much of that exposure has already been hedged.
This creates a clearer view of remaining FX exposure and can help reduce the risk of duplicated hedging or over-hedging.
Users can also record executed hedging transactions so that hedges can be analysed together with the underlying business exposure.
Combining these datasets is important because a finance team needs to know not only how much foreign currency it expects to receive or pay, but also how much of that exposure has already been hedged.
This creates a clearer view of remaining FX exposure and can help reduce the risk of duplicated hedging or over-hedging.
Yes. CorpHedge allows companies to create different portfolios based on their currencies, business operations and risk management needs.
This can be useful for businesses that operate across several markets, manage multiple currency pairs or need to separate different types of FX exposure.
Portfolio dashboards help users monitor important parameters and review historical and current information across different periods.
A centralised portfolio view can make it easier for finance teams to understand their overall currency position instead of analysing each transaction independently, particularly as the number of foreign-currency cash flows and hedging transactions increases.
This can be useful for businesses that operate across several markets, manage multiple currency pairs or need to separate different types of FX exposure.
Portfolio dashboards help users monitor important parameters and review historical and current information across different periods.
A centralised portfolio view can make it easier for finance teams to understand their overall currency position instead of analysing each transaction independently, particularly as the number of foreign-currency cash flows and hedging transactions increases.
CorpHedge can use Value at Risk and sensitivity analysis to help companies quantify and understand their FX exposure.
VaR provides a statistical estimate of potential portfolio risk, while sensitivity analysis shows how the position could change if exchange rates move higher or lower.
Finance teams can compare unhedged and hedged positions to see how different hedge amounts may affect overall risk.
This allows FX decisions to be based on measurable risk objectives rather than solely on forecasts about the direction of currency markets. The analysis can also support discussions about hedge ratios and acceptable levels of volatility.
VaR provides a statistical estimate of potential portfolio risk, while sensitivity analysis shows how the position could change if exchange rates move higher or lower.
Finance teams can compare unhedged and hedged positions to see how different hedge amounts may affect overall risk.
This allows FX decisions to be based on measurable risk objectives rather than solely on forecasts about the direction of currency markets. The analysis can also support discussions about hedge ratios and acceptable levels of volatility.
CorpHedge is primarily designed to support FX risk analysis, hedging decisions, portfolio monitoring and reporting.
Companies can develop a hedging plan and continue working with their bank, broker or other FX provider to execute transactions. Executed trades can then be reflected in CorpHedge so that the hedge portfolio and underlying exposure can be monitored together.
CorpHedge also works with financial counterparties and has announced integration with Corpay, so the exact workflow can depend on a client’s setup.
The goal is to connect risk analysis with the company’s actual hedging activity while allowing businesses to retain appropriate execution relationships.
Companies can develop a hedging plan and continue working with their bank, broker or other FX provider to execute transactions. Executed trades can then be reflected in CorpHedge so that the hedge portfolio and underlying exposure can be monitored together.
CorpHedge also works with financial counterparties and has announced integration with Corpay, so the exact workflow can depend on a client’s setup.
The goal is to connect risk analysis with the company’s actual hedging activity while allowing businesses to retain appropriate execution relationships.
CorpHedge provides reporting and notifications designed to help finance teams monitor FX exposure without continuously checking the platform.
Notifications can relate to portfolio conditions and market events, including predefined market levels. Alerts can be delivered through channels such as email, SMS or internal messages.
CorpHedge can also create and distribute portfolio reports by email.
This helps companies establish a regular monitoring process and makes it easier to share relevant FX information with management and other stakeholders. Portfolio dashboards also provide an overview of important metrics and parameters for each portfolio.
Notifications can relate to portfolio conditions and market events, including predefined market levels. Alerts can be delivered through channels such as email, SMS or internal messages.
CorpHedge can also create and distribute portfolio reports by email.
This helps companies establish a regular monitoring process and makes it easier to share relevant FX information with management and other stakeholders. Portfolio dashboards also provide an overview of important metrics and parameters for each portfolio.
Yes. CorpHedge allows companies to incorporate their internal FX hedging rules and use the platform to support a structured risk management process.
An existing policy may define items such as hedge ratios, approved approaches, budget rates, time horizons or acceptable risk levels. These rules can then be reflected in how exposures and hedging strategies are analysed and monitored.
Companies without a mature FX policy can also use the analysis and available expert support to improve their process.
The aim is to support the company’s own risk objectives rather than force every business to use the same hedging strategy.
An existing policy may define items such as hedge ratios, approved approaches, budget rates, time horizons or acceptable risk levels. These rules can then be reflected in how exposures and hedging strategies are analysed and monitored.
Companies without a mature FX policy can also use the analysis and available expert support to improve their process.
The aim is to support the company’s own risk objectives rather than force every business to use the same hedging strategy.
CorpHedge uses cloud-based infrastructure and multiple security controls to protect customer information.
Connections to CorpHedge services use encrypted protocols including TLS 1.2 or higher, and unencrypted HTTP connections are redirected to HTTPS.
The published security architecture includes controls such as firewalls, intrusion detection and prevention, web application firewall protection, IP filtering and DDoS mitigation.
Administrative access is protected by measures including two-factor authentication, VPNs and password controls.
CorpHedge also states that customers retain control over their data and can request deletion of personal data. Full details are available in the CorpHedge Security Policy.
Connections to CorpHedge services use encrypted protocols including TLS 1.2 or higher, and unencrypted HTTP connections are redirected to HTTPS.
The published security architecture includes controls such as firewalls, intrusion detection and prevention, web application firewall protection, IP filtering and DDoS mitigation.
Administrative access is protected by measures including two-factor authentication, VPNs and password controls.
CorpHedge also states that customers retain control over their data and can request deletion of personal data. Full details are available in the CorpHedge Security Policy.
No. CorpHedge is specifically designed to make structured FX risk management more accessible to companies that may not have a large dedicated treasury department.
The platform is used by finance professionals such as CFOs, accountants and business owners as well as treasury specialists.
CorpHedge combines software with operational support to help users understand their exposure, add data and navigate the platform.
Companies should still define who is responsible for FX decisions internally, but they do not necessarily need to employ a full-time FX specialist simply to establish a more organised process for monitoring and managing currency risk.
The platform is used by finance professionals such as CFOs, accountants and business owners as well as treasury specialists.
CorpHedge combines software with operational support to help users understand their exposure, add data and navigate the platform.
Companies should still define who is responsible for FX decisions internally, but they do not necessarily need to employ a full-time FX specialist simply to establish a more organised process for monitoring and managing currency risk.
CorpHedge combines its FX risk management platform with access to operational expert support.
Experts can assist with analysing FX risks, entering information into the platform and understanding the available tools and analysis.
CorpHedge also offers Risk Safari sessions, which are private live conversations where clients can review their portfolios with a personal manager. The current service describes weekly sessions of up to 20 minutes.
Support can also include discussion of market context and assistance in understanding trading conditions offered by banks or brokers.
This combination can be particularly useful for finance teams without a dedicated internal FX specialist.
Experts can assist with analysing FX risks, entering information into the platform and understanding the available tools and analysis.
CorpHedge also offers Risk Safari sessions, which are private live conversations where clients can review their portfolios with a personal manager. The current service describes weekly sessions of up to 20 minutes.
Support can also include discussion of market context and assistance in understanding trading conditions offered by banks or brokers.
This combination can be particularly useful for finance teams without a dedicated internal FX specialist.
The time required to get started depends on the complexity of the company’s FX exposure, the amount of historical and forecast data involved and any specific configuration requirements.
A relatively simple business with a small number of currencies and clearly structured cash-flow data will generally have a different setup process from a company managing multiple portfolios, entities and hedging rules.
CorpHedge provides setup assistance and can help clients enter data and understand the platform.
A product demo is the best starting point for reviewing your current FX process and determining what information and configuration would be required.
A relatively simple business with a small number of currencies and clearly structured cash-flow data will generally have a different setup process from a company managing multiple portfolios, entities and hedging rules.
CorpHedge provides setup assistance and can help clients enter data and understand the platform.
A product demo is the best starting point for reviewing your current FX process and determining what information and configuration would be required.
CorpHedge platform pricing depends on the requirements of the business rather than being presented as a single public price on the main website.
Factors such as the required setup, functionality, support and company-specific configuration may affect the commercial proposal.
Businesses interested in the platform can contact CorpHedge or book a personalised demo to discuss their requirements and receive current pricing information.
The separate CorpHedge FX Hedging Academy course is currently offered independently from the platform and has its own published price.
For up-to-date commercial terms, prospective clients should request a current quotation from CorpHedge.
Factors such as the required setup, functionality, support and company-specific configuration may affect the commercial proposal.
Businesses interested in the platform can contact CorpHedge or book a personalised demo to discuss their requirements and receive current pricing information.
The separate CorpHedge FX Hedging Academy course is currently offered independently from the platform and has its own published price.
For up-to-date commercial terms, prospective clients should request a current quotation from CorpHedge.
Yes. Companies can continue using their existing bank, broker or FX provider while using CorpHedge for risk analysis, planning, monitoring and portfolio management.
This separation can be useful because the company retains its execution relationships while maintaining a central view of underlying exposure and hedging activity.
CorpHedge can help users prepare a hedging plan, record completed transactions and monitor portfolio performance after trades are executed.
The platform is also designed to support banks, brokers and advisers working with corporate clients, and CorpHedge has announced integration with Corpay for connected FX workflows.
This separation can be useful because the company retains its execution relationships while maintaining a central view of underlying exposure and hedging activity.
CorpHedge can help users prepare a hedging plan, record completed transactions and monitor portfolio performance after trades are executed.
The platform is also designed to support banks, brokers and advisers working with corporate clients, and CorpHedge has announced integration with Corpay for connected FX workflows.
A CorpHedge product demo is a personalised online introduction to the FX risk management platform.
The current Product Tour offers a 30-minute session in which prospective clients can see how CorpHedge’s tools may apply to their own foreign-exchange risk management process.
A useful demo discussion may cover how your company currently tracks FX exposure, the currencies and cash flows involved, existing hedging activity and areas where greater analysis or automation may help.
The aim is to understand how CorpHedge could fit into the company’s existing finance or treasury workflow rather than simply presenting a generic software walkthrough.
The current Product Tour offers a 30-minute session in which prospective clients can see how CorpHedge’s tools may apply to their own foreign-exchange risk management process.
A useful demo discussion may cover how your company currently tracks FX exposure, the currencies and cash flows involved, existing hedging activity and areas where greater analysis or automation may help.
The aim is to understand how CorpHedge could fit into the company’s existing finance or treasury workflow rather than simply presenting a generic software walkthrough.
The Corphedge FX Valuation tool is an automated valuation and reporting engine designed for corporate treasurers, finance teams, and controllers. It delivers audit-ready Mark-to-Market (MtM) valuations and Net Present Value (NPV) calculations for your outstanding foreign exchange hedge portfolios, helping you satisfy month-end accounting, financial reporting, and external audit requirements.
Supported on-platform: FX Forwards and open hedge contracts across all major currency pairs with maturities out to 5 years.
FX Options & Structured Products: FX options and exotic derivatives are supported offline through Corphedge’s advisory, ensuring full portfolio coverage whenever required.
FX Options & Structured Products: FX options and exotic derivatives are supported offline through Corphedge’s advisory, ensuring full portfolio coverage whenever required.
The platform follows international accounting standards (IFRS 9 / US GAAP / ASC 815):
Forward Curve Construction: The engine takes standard market tenors (Overnight, Tomorrow/Next, Spot/Next, 1W, 2W, 3W, 1M up to 5 Years) from our institutional data feeds.
Linear Interpolation Engine: For any custom maturity date or broken-date contract, our engine calculates exact day counts and interpolates forward points between standard market pillar dates with daily precision.
Discounting (NPV): Future contractual cash flow differences are discounted using currency-specific discount factors and interest rate curves based on exact remaining day counts (e.g., standard Money Market Actual/360 or Actual/365 conventions) to arrive at the true present value of your position.
Forward Curve Construction: The engine takes standard market tenors (Overnight, Tomorrow/Next, Spot/Next, 1W, 2W, 3W, 1M up to 5 Years) from our institutional data feeds.
Linear Interpolation Engine: For any custom maturity date or broken-date contract, our engine calculates exact day counts and interpolates forward points between standard market pillar dates with daily precision.
Discounting (NPV): Future contractual cash flow differences are discounted using currency-specific discount factors and interest rate curves based on exact remaining day counts (e.g., standard Money Market Actual/360 or Actual/365 conventions) to arrive at the true present value of your position.
Spot & Forward Data: Sourced from institutional-grade market data providers.
Consistent Snapshots & Cut-off Times: All forward curves and spot fixings are time-stamped simultaneously to guarantee synchronised curves (e.g., London 16:00 WM/Refinitiv fixings or 10:00 AM NY cuts).
Custom Cut-off Flexibility: Corporate clients can align valuations to their corporate closing timezones or specific entity cut-off requirements.
Consistent Snapshots & Cut-off Times: All forward curves and spot fixings are time-stamped simultaneously to guarantee synchronised curves (e.g., London 16:00 WM/Refinitiv fixings or 10:00 AM NY cuts).
Custom Cut-off Flexibility: Corporate clients can align valuations to their corporate closing timezones or specific entity cut-off requirements.
Yes. While the system provides verified institutional market feeds by default, clients have the flexibility to provide, upload, or overwrite specific spot rates to match company-internal accounting conventions. The system also runs automated sanity checks comparing client-entered rates against prevailing market ranges to prevent input error.
End-of-Month (EOM): Full formal valuation packages generated on the final calendar or business day of the month for financial closing and hedge accounting.
End-of-Day (EOD) / On-Demand: Flexible daily valuations are available directly via the platform for ongoing risk monitoring, internal reporting, or interim financial reconciliations.
End-of-Day (EOD) / On-Demand: Flexible daily valuations are available directly via the platform for ongoing risk monitoring, internal reporting, or interim financial reconciliations.
Interactive Web Dashboard: Review your portfolio mark-to-market and detailed cash flows directly on the Corphedge platform.
Audit-Ready Excel Export: Download comprehensive Excel/CSV reports containing all trade identifiers, counterparty details, contract rates, market forward rates, forward points, discount factors, and discounted MtM values.
Automated Month-End Email Dispatch: Have your month-end valuation statements emailed automatically to your treasury and accounting teams the moment the closing fixing is processed.
Audit-Ready Excel Export: Download comprehensive Excel/CSV reports containing all trade identifiers, counterparty details, contract rates, market forward rates, forward points, discount factors, and discounted MtM values.
Automated Month-End Email Dispatch: Have your month-end valuation statements emailed automatically to your treasury and accounting teams the moment the closing fixing is processed.
Yes. Corphedge valuations provide an independent, third-party benchmark (Level 2 fair value under IFRS 13 / ASC 820). The methodology, interpolated forward curves, and transparent discounting formulas ensure full traceability, making auditor verifications quick and straightforward.
Contact your Corphedge account representative or reach out to support@new.corphedge.com to enable the FX Valuation module, configure your preferred cut-off conventions, and onboard your active hedge portfolio.
Corphedge provides end-to-end hedge accounting advisory, documentation, and effectiveness testing solutions. We help corporate finance and treasury teams designate hedges, minimize income statement (P&L) volatility, and remain fully compliant with IFRS 9 and US GAAP (ASC 815) standards without increasing internal overhead.
Without formal hedge accounting, derivative instruments must be recognized at fair value with changes running directly through current-period profit and loss (P&L), creating artificial earnings volatility. Hedge accounting allows you to match the timing of gains and losses on your FX derivatives with the underlying commercial transactions (such as forecast revenues, operating expenses, or firm commitments) directly in Other Comprehensive Income (OCI).
Cash Flow Hedges: FX hedging of highly probable forecasted transactions (e.g., foreign sales, inventory purchases, operating expenditures, capex).
Fair Value Hedges: Hedging recognized balance-sheet assets or liabilities, as well as firm purchase/sale commitments.
Net Investment Hedges: Hedging foreign currency exposure stemming from foreign subsidiaries or offshore entities.
Fair Value Hedges: Hedging recognized balance-sheet assets or liabilities, as well as firm purchase/sale commitments.
Net Investment Hedges: Hedging foreign currency exposure stemming from foreign subsidiaries or offshore entities.
Designation & Formal Documentation: Drafting comprehensive hedge documentation at inception, including risk management objectives, hedge designation details, and hedged item/instrument identification.
Prospective & Retrospective Effectiveness Testing: Rigorous initial and ongoing quantitative or qualitative assessments to demonstrate high correlation between the hedge and the underlying risk.
Ineffectiveness Measurement & Journal Entries: Month-end and quarter-end calculation of any hedge ineffectiveness, complete with detailed accounting journal entries for your general ledger (debit/credit postings between OCI and P&L).
Financial Statement Disclosures: Preparation of mandatory footnote disclosures, sensitivity analyses, and cash flow timing profiles required for interim and annual financial statements.
Prospective & Retrospective Effectiveness Testing: Rigorous initial and ongoing quantitative or qualitative assessments to demonstrate high correlation between the hedge and the underlying risk.
Ineffectiveness Measurement & Journal Entries: Month-end and quarter-end calculation of any hedge ineffectiveness, complete with detailed accounting journal entries for your general ledger (debit/credit postings between OCI and P&L).
Financial Statement Disclosures: Preparation of mandatory footnote disclosures, sensitivity analyses, and cash flow timing profiles required for interim and annual financial statements.
The service works hand-in-hand with our FX Valuation Engine:
Derivatives data, independent Mark-to-Market (MtM) values, and discounted Net Present Values (NPV) feed directly from the platform into the hedge accounting model.
All underlying rate fixings, curves, and valuations remain synchronized, eliminating manual reconciliations between treasury and financial reporting teams.
Derivatives data, independent Mark-to-Market (MtM) values, and discounted Net Present Values (NPV) feed directly from the platform into the hedge accounting model.
All underlying rate fixings, curves, and valuations remain synchronized, eliminating manual reconciliations between treasury and financial reporting teams.
Yes. All documentation, methodology frameworks, and effectiveness tests are structured specifically to withstand scrutiny from Big Four and leading audit firms. We deliver transparent, audit-ready working papers and remain available to support your finance team during auditor walkthroughs and year-end reviews.
No. Corphedge guides your team through the entire lifecycle:
Reviewing your FX hedging strategy and identifying eligible transactions.
Setting up hedge designation structures and testing rules.
Supplying recurring month-end valuation, testing, and journal-entry deliverables.
This turnkey approach allows treasury and accounting departments of any size to achieve full compliance with minimal day-to-day administrative burden.
Reviewing your FX hedging strategy and identifying eligible transactions.
Setting up hedge designation structures and testing rules.
Supplying recurring month-end valuation, testing, and journal-entry deliverables.
This turnkey approach allows treasury and accounting departments of any size to achieve full compliance with minimal day-to-day administrative burden.
LATEST INSIGHTS
Expedition blog
-
European Union Trade Mark
ByMindaugasBig news! 🚀
CorpHedge has been officially registered as a European Union Trade Mark — reinforcing the trust and security behind our financial risk-management solutions. Proud to be growing across Europe. -
Corpay integration
ByMindaugasCorpHedge Platform Successfully Integrates with Corpay – A Leading FX Risk Management Provider, it allowes all trades and analytics have in one place
-
1stopvat partnership
ByMindaugasCorpHedge has partnered with 1stopVAT — a specialist VAT compliance firm — to help internationally active businesses manage both FX risk and tax obligations from one trusted ecosystem.
-
CurrExchanger partnership
ByMindaugasCorpHedge has partnered with Currexchanger — a specialist currency exchange management platform — to help exchange operators manage both daily operations and FX exposure from one trusted ecosystem.