Quantitative Precision meets Treasury Practice
UnRısk and YourTreasury
The Problem most Treasury Teams don’t talk about
A European mid-cap hedges its USD revenue with FX forwards and options. The portfolio is not exotic, but the questions around it have become demanding. The auditors want independent fair values, not the marks the bank provides. IFRS 9 requires prospective hedge effectiveness testing with documentation that can withstand scrutiny. The CFO wants scenario analysis for the next board meeting, forward scenarios across FX, rates and commodities, plus reverse stress testing against outcomes the business cannot tolerate.
The treasury team has four people. None of them are quants.
This is a situation we hear about regularly, and it is the reason UnRısk and YourTreasury are now working together.
The Gap
Until recently, a treasury team in this position had limited options. They could rely on valuations from the counterparty bank, which are not independent by definition. They could commission an external valuation service quarterly, which is expensive and disconnected from day-to-day workflows. Or they could try to build something in-house, which requires quant expertise that is hard to find and harder to retain.
None of these solve the real challenge: embedding reliable, auditable quantitative analytics into the treasury workflows the team already runs, so the output is continuous rather than a quarterly exercise.
“Corporate treasurers today face the same analytical bar as bank risk desks, but without the quant teams to match. When we sit with a treasury function managing real derivative exposure, what they need is not more advice, it is a computation engine they can trust and that their auditors can validate. That is what the partnership with UnRısk makes possible.”
Dominic Lynch, Founder, YourTreasury
What we each bring
UnRısk has developed quantitative pricing and risk technology since 1997. Our platform delivers transparent, auditable models across all asset classes. Moody’s Analytics processes 1.47 billion monthly valuations through our engine. Banks, asset managers and auditors across Europe rely on UnRısk for precision in valuation, risk measurement and regulatory analytics.
YourTreasury, founded by Dominic Lynch and James Kelly, is an award-winning treasury advisory firm with a track record that speaks for itself: £50 million in operating cash flow uplift, £100 million in idle balances released, and recognition through Adam Smith Awards, TMI Innovation Awards and the Economist Impact Award. Their approach is hands-on: they build solutions in the client’s environment and leave capability behind, rather than handing over a slide deck.
What changes for the Treasurer
Back to our mid-cap example. With UnRısk and YourTreasury working together, that four-person treasury team gets:
Independent valuations computed with models the auditors can trace and validate.
Hedge effectiveness testing as a repeatable process, not a manual exercise before each reporting date.
Hedge optimisation analysis showing whether the current portfolio sits on the efficient frontier between Cash Flow at Risk and earnings volatility.
Scenario analysis covering correlated moves across FX, commodities and rates in a single framework.
Integration into the TMS already in place — the analytics connect to what the team uses, without requiring a system migration.
The quantitative rigour is the same that the largest financial institutions rely on. The delivery is adapted to the reality of a corporate treasury team.
How we work together
YourTreasury acts as an implementation partner for UnRısk technology, combining their hands-on delivery model, which spans AI-driven automation, financial risk management and TMS architecture, with UnRısk’s quantitative engine. Their role is to diagnose the current state, deploy Risk (as cloud API or on-premise with Excel integration), and integrate the outputs into the client’s reporting and BI stack. Corporate treasury teams access the full Rısk suite, from bespoke valuations via the UnRısk LIBRARY to enterprise-wide risk management through the UnRısk FACTORY and its xVA, VaR and Scenario modules.
Looking ahead
This partnership marks the beginning of a broader collaboration. In the coming months we will publish joint content on topics at the intersection of quantitative risk analytics and corporate treasury practice.
If you want to learn how UnRısk and YourTreasury can support your treasury function, get in touch or reach out to YourTreasury directly
Schedule a 30-minute call.