FX Intelligence
Markets & Treasury
A GCC-native FX engine that combines market data, text and client data into priced hedge recommendations. The structures it supports are configurable, including AAOIFI-compliant forms, and new ones are added by configuration.
Signal and exposure
- Market data, central bank and OPEC commentary, and client trade history combined into one dataset
- Direction forecast with confidence intervals over short horizons
- Hidden exposure detected from filings and supply chain mapping, by currency and tenor
Structuring and pricing
- Volatility surfaces calibrated for pricing TARFs, barriers and dual currency deposits
- Structure optimised within VaR, CVA, capital and IFRS 9 effectiveness constraints
- Peg stress across pegged GCC currencies under oil price scenarios
What each user sees
- Relationship manager: exposure heatmap, recommended structures, IFRS 9 status, one-click term sheet
- Trader: live volatility surface, exotic pricing, Greeks, capital cost per structure
- Client: bilingual term sheet with payoff diagrams, IFRS 9 summary and stress results