Rate caps
Derivative Path
Derivative Path provides derivatives technology and advisory services to financial institutions and their borrowers. Its platform covers interest rate, foreign exchange and commodity hedging, and is positioned as a single system of record for a firm's derivative activity.
The platform handles trade structuring and pricing, trade analytics and market risk, portfolio risk and exposure, collateral management, international B2B payments, documentation and compliance. Advisory sits alongside it and is organised around scenarios: asset-liability and balance sheet hedging, customer loan hedging for lenders, deal-contingent hedging, and portfolio company hedging for private equity sponsors, where sponsors get dashboards and aggregated reporting across company hedges, exposures and counterparties.
The firm says it has been delivering derivatives technology and advisory since 2013 and is trusted by over 300 institutions, among them banks, credit unions, asset managers, private equity sponsors, insurance and pension funds and corporate treasuries. Offices are listed in Walnut Creek, California, New York and Chicago, and the site lists awards including Risk Management Advisory Firm of the Year, Best Cloud-Based Application Provider and Derivatives Technology Provider of the Year.
The published material centres on institutions running ongoing hedging programmes rather than a borrower buying a single instrument, and no pricing is published. Confirm how a one-off rate cap or swap would be priced and executed before engaging.
Best for
Banks, credit unions, private equity sponsors and corporate treasuries that need to price, execute, report and account for interest rate, FX or commodity hedges on one platform. A borrower buying a single rate cap should ask how that is priced.
What they do
- Interest rate hedging execution and advisory
- Foreign exchange hedging
- Commodity risk management
- Trade structuring and pricing
- Trade analytics and market risk reporting
- Portfolio risk and exposure management
- Hedge accounting support
- Collateral management
- International B2B payments
- ALM and balance sheet hedging advisory
- Customer loan hedging for lenders
- Portfolio company hedging for private equity sponsors
Details
| Attribute | Value |
|---|---|
| Founded | 2013 |
| Other offices | New York, NY, Chicago, IL |
What stands out
- Says it has provided derivatives technology and advisory since 2013 and is trusted by over 300 institutions.
- Offices in Walnut Creek, California, New York and Chicago.
- Gives private equity sponsors real-time dashboards and aggregated reporting across portfolio company hedges, exposures and counterparties.
- Listed awards include Risk Management Advisory Firm of the Year, Best Cloud-Based Application Provider and Derivatives Technology Provider of the Year.