Interest Rate Derivatives Solutions for Institutions

End-to-end interest rate risk management

From pre-trade analysis through post-trade compliance, Derivative Path empowers institutions to manage interest rate derivatives with clarity and control. Whether you are hedging customer loans or your own balance sheet, our platform integrates advisory guidance, automation, and reporting to help you meet financial and regulatory objectives.

Trade any structure with ease

Support for swaps, caps, floors, and collars across customer and proprietary hedge programs.

Real-time pricing and execution tools

With the click of a button access market-based pricing and term sheets with integrated execution workflows.

Balance sheet and ALCO visibility

Interactive dashboards track net interest income sensitivity and hedge effectiveness across rate scenarios.

Automated hedge accounting compliance

Automate ASC 815 requirements, including Portfolio Layer Method documentation and reporting.

Advisory-backed strategy development

Work with our team to assess balance sheet exposure, define hedge objectives, and implement a compliant program.

Audit-ready reporting and controls

Maintain detailed records, trade history, and journal entries for internal audit and regulatory review.

Built for the full lifecycle

Derivative Path delivers software and advisory expertise to manage interest rate derivatives from front to back. Capture trades, measure exposure, monitor market risk, and meet accounting obligations all in one place.

Designed for regulated institutions

Whether you are a community bank, credit union, or fund sponsor, our platform is tailored to your structure and workflow. We help teams align hedging programs with business strategy, compliance standards, and ALCO decision-making.

"We needed a system that would reduce the time spent on a number of our front- and back-office responsibilities through automation, allowing our team to grow our business without forgoing the quality customer service."