FX risk on future revenues & capex +
Design rolling programs and KPIs; choose forwards/options matched to cash‑flow timing.
Interest‑rate risk on existing facilities +
Fixed–floating mix, amortising profiles, and overlays that mirror loan schedules and covenants.
Commodity price volatility +
Forwards, average‑price (Asian) swaps, caps & floors aligned to usage curves and budgets.
Pre‑hedging a Sukuk / bond issuance (amortising swap block) +
Pre‑hedge around syndication windows with amortising swap blocks; flexibility on notional and execution to align with funding timing.
Deal‑contingent FX forward for M&A +
Hedge is contingent on deal completion; if the transaction does not proceed, client can walk away from both the deal and the hedge.
