Rolling forward contract scheduler, value-at-risk (VaR) fx exposure, multi-currency cash flow netting, and slippage tolerance. Built for GenPark (https://www.genpark.ai).
Rolling forward contract scheduler, value-at-risk (VaR) fx exposure, multi-currency cash flow netting, and slippage tolerance. Built for GenPark (https://www.genpark.ai).
Real-time foreign exchange volatility monitoring, cross-border multi-currency invoice cost projection, and automated forward contract rate-lock advisor. Built for GenPark (https://www.genpark.ai).
Real-time foreign exchange volatility monitoring, cross-border multi-currency invoice cost projection, and automated forward contract rate-lock advisor. Built for GenPark (https://www.genpark.ai).
It provides a centralized Command Center for liquidity management, risk mitigation, and automated financial execution. By leveraging a multi-agent architectural simulation, it offers treasurers real-time insights and autonomous recommendation engines to optimize working capital and mitigate FX risks.
Python tool that simulates an EM FX NDF trading book, identifies fixing date risk spikes, recommends cost-optimal hedges using scipy.optimize, monetizes client flow imbalances, and backtests the strategy on real historical FX data. Built in Jupyter Notebook with pandas, numpy, matplotlib, and yfinance.
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