Services // Interest Rate Risk Management

Advisory-Led Interest Rate Risk Management for Institutions

Navigate changing rate environments with real-time analytics, structured hedging, and integrated accounting support—all in one solution.

Tailored Interest Rate Solutions Backed by Expert Support

From asset-liability modeling to hedge accounting, Derivative Path equips your team with the tools and advisory guidance to navigate shifting rate environments. Our platform enables proactive management of earnings and capital sensitivity.

Balance Sheet Risk Analysis in Real Time

Evaluate interest rate exposures across your loan and deposit portfolios with dynamic simulations and reporting. Gain real-time insight into net interest income, earnings-at-risk, and capital sensitivity across rate scenarios.

Scenario Modeling and Stress Testing

Run what-if analyses and regulatory stress tests with confidence. Model parallel shifts, curve steepeners, and flatteners to understand how rate movements impact portfolio performance and interest margin volatility.

Integrated Hedge Structuring and Execution

Partner with our team to structure hedges aligned to your rate view and risk appetite. Execute trades directly through our platform with integrated workflows for documentation, pricing, and compliance.

Expert Accounting Support

Automate hedge accounting workflows with full support for fair value and cash flow hedges, including PLM and last-of-layer techniques. Generate audit-ready documentation and align strategies to internal policies.

Investor-Ready Dashboards and Custom Reporting

Deliver clarity to internal stakeholders, investment committees, and LPs with tailored dashboards and reports. Track hedge performance, portfolio sensitivity, and interest rate exposure across funds, investments, and holding companies.

Flexible Program Design with Ongoing Advisory

Work with our team to build and refine your hedging strategy over time. We bring deep capital markets experience to help you align interest rate risk programs with shifting balance sheet goals.

Advisory Backing for Sophisticated Risk Strategies

Our team works alongside your treasury, IR, or finance leads to translate market signals into strategic action. From idea to execution, we support risk decisions that align with fund structure, investor expectations, and performance goals.

Seamless Data Integration with Your Core Systems

Connect hedge data with portfolio management, accounting, and reporting platforms. Streamline workflows and enhance transparency without disrupting your existing operational stack.

"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."