Interest Rate Risk Management

SARB and ECB cycles move the cost of your debt as much as the exchange rate does. We treat rate and currency exposure as one book, not two conversations.

What it is

Most businesses manage FX and interest rate exposure separately, even though they interact constantly on foreign-currency debt. We manage them as a single, integrated risk book.

Step 1 — Debt profile review

We review fixed versus floating exposure, tenor, and the currency composition of your existing debt.

Step 2 — Rate view

We build a view on the SARB and ECB policy cycle relevant to your funding currencies, and what it means for your cost of debt.

Step 3 — Hedging structure

Where appropriate, we structure swaps, caps or collars to manage the rate exposure alongside your FX programme.

Step 4 — Integrated reporting

A combined FX and interest rate risk dashboard, so your board sees the whole picture rather than two disconnected reports.

Start a conversation

If your debt carries both currency and rate exposure, we'll show you how they interact — and how to manage both together.

Get in touch