Risk Management & Hedging

Resilience by design: we install an enterprise risk management (ERM) program that is proportionate to the company’s scale but rigorous enough for board and investor scrutiny. We start with a sharp view of liquidity risk, FX exposure, and customer/supplier concentration, then extend to operational, market, and compliance fronts. We quantify exposure, prioritize by probability and impact, and create a mitigation plan that mixes hedging, diversification, insurance, and process controls. Governance follows: owners, thresholds, and reporting that make risk management continuous, not episodic.

For currency risk, we define policy and guardrails, size exposure by currency and time bucket, and choose instruments such as forwards, NDFs, and natural hedges. Treasury routines connect hedges to the cash forecast and covenants so protection never competes with working‑capital needs. We also build KRIs tied to the model and margin logic, ensuring that FX, pricing, and cost dynamics stay visible. The outcome is a tighter cash runway, fewer shocks, and a narrative that increases investor confidence by demonstrating disciplined risk practice.

FAQ

Which risks do you prioritize first?

Liquidity, FX volatility and concentration risk typically rank highest; we address them first with visibility, guardrails and controls.

Do you design and execute FX hedging?

Yes—policy, limits, instrument selection, execution support, and integration into treasury and the forecast.

What does ERM implementation include?

Risk register, owners, KRIs, thresholds, leadership/board reporting, incident playbooks, and embedding risk into budgeting and strategy.