Hedge Solutions Advisory.ae
Policy, structuring, competitive pricing, and execution support — independent and bank‑agnostic, with governance and KPIs built‑in.
Absolute guaranteed rates via spot, forwards, and options (calls/puts), and rate caps — delivering budget certainty and cash‑flow matching.
Tailored optionality to enhance outcomes versus spot/forward while controlling downside — e.g., target redemption forwards (TARFs), pivot TARFs, etc.
M&A, DCM, capex or project milestones — contingent forwards/options that activate on these flows or funding targets, aligned to approvals.
Vanilla interest‑rate swaps and vanilla caps; fixed–floating mix with amortising profiles, matching the day count of your debt. Fully customised to mirror your debt profile.
Step‑up swaps, knock‑out swaps, digital swaps, range‑accruals, and other structures that can take advantage of specific market conditions — used selectively with clear risk limits.
Pre‑hedging strategies around loan syndications, Sukuk and other capital market issuances — with optional amortising payoffs, flexibility on amounts and execution windows. Significant advisory to align lenders, documentation and approvals.
Hedging structures including forwards and average‑price (Asian) swaps, caps & floors. Suitable for producers (e.g., miners, refiners) and consumers (e.g., jewellery manufacturers, retailers) as well as heavy industrial users of precious/base metals.
Hedging for crude/Brent and refined products (diesel, fuel oil, etc.) — suitable for consumers (e.g., airlines) to restructure existing in‑the‑money/out‑of‑the‑money positions, and for producers to support reserve‑based lending and hedge both existing and future production.
Prepaid swaps, leasing, and sale & leaseback programs — integrated with lender requirements and collateral terms.
Create price tension among market‑hedging banks via a competitive quote process (auctions/time‑boxed windows). Select structures and timing that fit the market and objectives.
Assess each bank’s credit appetite, limits and CSA terms. Run allocation logic so each bank takes a slice of the hedge aligned to their credit capacity and pricing.
Execute and re‑profile swaps to the right counterparties; align documentation (ISDA/CSA), confirmations and settlement instructions per counterparty.
Cash‑flows, tenor ladder, KPIs, approvals.
Comparable term‑sheets; competitive quote rounds.
Per‑bank appetite, limits, collateral terms.
Distribute slices by price/appetite; trade.
Counterparty splits, docs, confirmations.
KPIs, P&L, collateral, variance to budget.