Balance Sheet Hedging and Strategies

A smarter approach to interest rate risk management

Today’s economic landscape demands more than static ALM reports. Derivative Path delivers the execution, reporting, and advisory capabilities banks and credit unions need to manage rate risk, comply with regulatory expectations, and confidently present balance sheet strategies to ALCO and executive leadership.

Strategic advisory for program setup

Partner with our advisory team to educate stakeholders, establish policies and onboard counterparties.

Clear and simple strategy analysis

Evaluate balance sheet hedge strategies using what-if scenarios and real-time rate shocks to visualize hedging impact to earnings and capital.

Full lifecycle support

Seamlessly execute interest rate hedges and automate the post-trade workflows including collateral, hedge accounting and compliance tracking.

ALCO-ready reporting and dashboards

Deliver board-quality reporting packages with scenario results, net interest income projections, and risk analytics tailored to your institution’s needs.

Dedicated hedge accounting support

Our hedge accounting experts have decades of experience at dealers, banks and in audit roles at large accounting firms.

Automated accounting, regulatory reporting and disclosure support

Automated accounting, regulatory reporting and disclosure support Generate ASC 815-compliant journal entries and other data required for disclosures and reporting with confidence using our integrated accounting module

Make balance sheet risk transparent and actionable

Access tools that help your ALCO and finance teams connect market movements to earnings performance. From pro forma analysis to real-time trade impact reporting, Derivative Path equips decision-makers with the insights they need to act decisively.

Turn compliance into confidence

Our hedge accounting and documentation workflows ensure regulatory compliance while improving internal visibility. From automated disclosures to seamless auditor engagement, you can operate with clarity across the entire lifecycle.