[{"data":1,"prerenderedAt":166},["ShallowReactive",2],{"topic-treasury-risk-management":3},[4,19,29,37,47,54,64,71,81,91,99,107,116,122,130,137,144,151,158],{"path":5,"title":6,"description":7,"type":8,"language":9,"tags":10,"date":16,"order":17,"cluster":18},"\u002Fblog\u002Fcash-flow-at-risk-cfar","Cash Flow at Risk (CFaR) Explained","Cash Flow at Risk measures the worst shortfall in a company's cash flow versus plan over a period at a chosen confidence level — the corporate answer to VaR.","text",null,[11,12,13,14,15],"treasury","risk-management","cash-flow-at-risk","cfar","market-risk","2026-07-24",5.7,"measurement",{"path":20,"title":21,"description":22,"type":8,"language":9,"tags":23,"date":16,"order":27,"cluster":28},"\u002Fblog\u002Fcommodity-price-risk","Commodity Price Risk in Corporate Treasury","Commodity price risk: when the prices of what a company buys or sells hurt its finances. How it differs from FX and interest-rate risk, and how it's managed.",[11,12,24,25,26],"commodity-risk","hedging","basis-risk",5.5,"commodity",{"path":30,"title":31,"description":32,"type":8,"language":9,"tags":33,"date":16,"order":36,"cluster":25},"\u002Fblog\u002Ffx-hedging-strategy","FX Hedging Strategy: How Much to Hedge and When","FX hedging strategy: deciding your hedge ratio, tenor and timing — how much of an exposure to hedge, over what horizon, and static versus layered.",[11,12,34,25,35],"fx-risk","hedging-strategy",4.5,{"path":38,"title":39,"description":40,"type":8,"language":9,"tags":41,"date":16,"order":45,"cluster":46},"\u002Fblog\u002Fhedge-documentation-requirements","Hedge Documentation for Hedge Accounting","Hedge documentation: what you must designate at inception — objective, instrument, hedged item, risk and effectiveness method — for hedge accounting.",[11,12,42,43,44],"hedge-accounting","hedge-documentation","ifrs9",7.3,"accounting",{"path":48,"title":49,"description":50,"type":8,"language":9,"tags":51,"date":16,"order":53,"cluster":46},"\u002Fblog\u002Fhedge-effectiveness-testing","Hedge Effectiveness Testing and the Hedge Ratio","Hedge effectiveness testing proves your hedge offsets the hedged risk — the evidence you need to keep hedge accounting and avoid artificial P&L swings.",[11,12,42,52,44],"hedge-effectiveness",7.5,{"path":55,"title":56,"description":57,"type":8,"language":9,"tags":58,"date":16,"order":62,"cluster":63},"\u002Fblog\u002Finterest-rate-benchmark-reform-libor-sofr","Interest Rate Benchmark Reform: LIBOR to SOFR and Risk-Free Rates","The move from LIBOR to risk-free reference rates like SOFR and SONIA — why it happened, how RFRs differ, and what the transition meant for corporate treasury.",[11,12,59,60,61],"interest-rate-risk","libor","sofr",5.15,"interest-rate",{"path":65,"title":66,"description":67,"type":8,"language":9,"tags":68,"date":16,"order":70,"cluster":63},"\u002Fblog\u002Finterest-rate-hedging-swaps-caps-collars","Interest Rate Hedging: Swaps, Caps, Collars and FRAs","The instruments treasury uses to hedge interest rate risk — swaps fix the rate, caps insure against rises, collars fund the cap, FRAs lock a single period.",[11,12,59,25,69],"derivatives",5.1,{"path":72,"title":73,"description":74,"type":8,"language":9,"tags":75,"date":16,"order":79,"cluster":80},"\u002Fblog\u002Fisda-csa-and-collateral-management","ISDA Agreements, CSAs and Collateral Management","How the ISDA Master Agreement, its schedule and the Credit Support Annex document and collateralise the counterparty risk in over-the-counter derivatives.",[11,12,76,77,78],"counterparty-risk","isda","collateral",6.5,"counterparty",{"path":82,"title":83,"description":84,"type":8,"language":9,"tags":85,"date":16,"order":89,"cluster":90},"\u002Fblog\u002Frisk-appetite-and-limits-in-treasury","Risk Appetite and Risk Limits in Treasury","Treasury risk appetite is how much financial risk a company chooses to bear; risk limits are the measurable guardrails that enforce it — why both matter.",[11,12,86,87,88],"risk-appetite","risk-limits","treasury-policy",7.9,"governance",{"path":92,"title":93,"description":94,"type":8,"language":9,"tags":95,"date":16,"order":98,"cluster":18},"\u002Fblog\u002Fstress-testing-and-scenario-analysis-treasury","Stress Testing and Scenario Analysis in Treasury","Treasury stress testing and scenario analysis probe the severe tail that VaR and CFaR leave undescribed — and fail on imagination, not maths.",[11,12,96,97,15],"stress-testing","scenario-analysis",5.8,{"path":100,"title":101,"description":102,"type":8,"language":9,"tags":103,"date":16,"order":106,"cluster":18},"\u002Fblog\u002Fvalue-at-risk-var-in-treasury","Value at Risk (VaR) in Corporate Treasury","What Value at Risk is, how it's calculated, and why corporate treasuries use it to size market risk — plus the limits that make VaR only half the picture.",[11,12,104,105,15],"value-at-risk","var",5.6,{"path":108,"title":109,"description":110,"type":8,"language":9,"tags":111,"date":114,"order":115,"cluster":80},"\u002Fblog\u002Fcounterparty-and-credit-risk-in-treasury","Counterparty and Credit Risk in Treasury","Counterparty risk is the risk that a bank or partner treasury relies on fails to meet its obligations. Managed with limits, diversification and monitoring.",[11,12,76,112,113],"credit-risk","bank-risk","2026-07-23",6,{"path":117,"title":118,"description":119,"type":8,"language":9,"tags":120,"date":114,"order":121,"cluster":25},"\u002Fblog\u002Ffx-hedging-instruments-forwards-options-swaps","FX Hedging Instruments: Forwards, Options and Swaps","FX hedging instruments explained: forwards lock a rate, options give the right for a premium, swaps exchange cash flows. Which suits which exposure.",[11,12,25,34,69],4,{"path":123,"title":124,"description":125,"type":8,"language":9,"tags":126,"date":114,"order":128,"cluster":129},"\u002Fblog\u002Ffx-risk-transaction-translation-economic-exposure","FX Risk: Transaction, Translation and Economic Exposure","FX risk comes in three types — transaction, translation and economic exposure. Why classifying them correctly is where FX management actually starts.",[11,12,34,127,25],"foreign-exchange",2,"fx",{"path":131,"title":132,"description":133,"type":8,"language":9,"tags":134,"date":114,"order":136,"cluster":46},"\u002Fblog\u002Fhedge-accounting-explained","Hedge Accounting Explained","Hedge accounting aligns the timing of a hedge's gains and losses with the hedged item, so the P&L shows they offset. Why it exists, and the three hedge types.",[11,12,42,135,25],"ifrs",7,{"path":138,"title":139,"description":140,"type":8,"language":9,"tags":141,"date":114,"order":143,"cluster":63},"\u002Fblog\u002Finterest-rate-risk-in-corporate-treasury","Interest Rate Risk in Corporate Treasury","Interest rate risk is when rates raise floating-rate debt costs or cut investment income. The main lever is the fixed\u002Ffloating mix; swaps and caps adjust it.",[11,12,59,25,142],"debt",5,{"path":145,"title":146,"description":147,"type":8,"language":9,"tags":148,"date":114,"order":150,"cluster":25},"\u002Fblog\u002Fnatural-hedging-vs-financial-hedging","Natural Hedging vs Financial Hedging","Natural hedging offsets exposures by structuring the business; financial hedging uses instruments for what's left. Why you reduce naturally first, then hedge.",[11,12,25,34,149],"natural-hedge",3,{"path":152,"title":153,"description":154,"type":8,"language":9,"tags":155,"date":114,"order":157,"cluster":90},"\u002Fblog\u002Ftreasury-risk-management-policy","The Treasury Risk Management Policy","A treasury risk management policy turns risk appetite into enforceable rules — permitted instruments, limits, approvals — so hedging never becomes a bet.",[11,12,88,90,156],"controls",8,{"path":159,"title":160,"description":161,"type":8,"language":9,"tags":162,"date":114,"order":164,"cluster":165},"\u002Fblog\u002Fwhat-is-treasury-risk-management","What Is Treasury Risk Management?","How a company identifies, measures and manages its financial risks — liquidity, FX, interest rate, counterparty — keeping risk within appetite, not at zero.",[11,12,163,25,88],"financial-risk",1,"foundations",1785182344378]