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The FX risk management software
in action.
GLORIAnalytics is built around your full FX position: what's happening right now, the policy that governs every decision, forward-looking scenario analysis, and hedging structure simulation — plus real multi-currency correlation, live option pricing, mark-to-market valuation of every open hedge, delivered-volume analysis of your existing book under each market scenario, and a post-mortem against your budget rate. Nine views, one platform.
New on the platform
Five more tools that already exist
Jump straight to any of them:
GLORIAnalytics is pure risk management software — not a trading platform, not a TMS, not a payment system. This strict separation secures the independence without which forward-looking risk management cannot be reliable.
New from here · no screenshot
Five more tools that already exist!
Same platform, same engine. Here as named, standalone capabilities — in plain text instead of an interface excerpt.
Correlation Panel
With Peak Risk, the platform already shows you the absolute worst case for your FX position. The Correlation Panel now sets a figure against that worst case, computed empirically from real historical currency moves.
- Data source, your choice — ECB reference rates or spot data — whichever currencies you actually need, since the ECB doesn't cover them all.
- Same five market scenarios — as the rest of the platform.
- Worst case, plus the real picture — a risk estimate based on actual correlation now sits alongside the worst case, so decisions can be made on real correlation while still knowing the worst case.
Output: Peak Risk (worst case, unchanged) · real correlation-based figure (with confidence band).
Options Pricing Calculator
Premium and Greeks for the platform's options spectrum — priced off the real market vol smile, fully linked to your existing hedge scenarios.
- Covers the platform's full options spectrum — from spot/forward through European calls/puts to knock-out/knock-in options, participating forwards, knock-in forwards and RKO forwards — further product types are being added on an ongoing basis.
- Priced off the live market vol smile — not a single static volatility assumption.
- Fully linked to the platform — pulls hedge scenarios straight from the platform and feeds priced structures back into the scenario simulations.
- Single trade or portfolio — every position in the context of your entire hedge book too.
Output: Premium per position · Greeks · market parameters per product type.
Mark-to-Market Valuation
Today's value of every open hedge — valued against the current forward curve for its own maturity, not just spot.
- Every open position valued against the current forward rate for its own maturity — not a blanket spot-rate comparison.
- For options and structured products — the current vol smile feeds into the valuation too.
- Every value is fetched live on each call — nothing is cached or approximated with stale rates.
- Portfolio-wide view — your entire hedge book, not position-by-position.
Output: Current value per position · valuation basis: forward rate to maturity (+ vol smile for options).
Existing Hedges Under Market Scenarios
How much of your existing hedge book actually delivers under each of the five market scenarios.
- Your existing hedge book — not a new or proposed structure — the five market scenarios are applied to what you're already hedged with today.
- For options and structured forwards, delivered volume isn't fixed — it depends on the fixing, and each of the five scenarios maps to a point on the market vol smile, from strongly bullish to strongly bearish.
- Payout logic differs by product type — knocked-out options and untriggered knock-ins deliver zero, participating forwards deliver only the leverage share — spot and plain forwards always deliver in full.
- Results aggregated by maturity period — hedge bar, net position and hedge ratio per scenario, down to the underlying fixing for each position.
Output: Delivered volume per scenario & maturity period · net position · hedge ratio.
Deliberately separate from Section 04 "Scenario Simulations": 04 helps you choose a new structure; 08 shows how much of what you already hold actually gets delivered under each scenario.
Post-Mortem: Hedge & Cashflow vs. Budget Rate
What an expired hedge actually delivered — and whether your cashflows held the budget rate.
- Expiry valuation — every hedge that has matured — including ones no longer shown in the interface — valued against the market rate on its maturity date.
- Cashflow valuation — every settled cashflow set against its budget rate, compared with the forward rate at inception.
- A budget rate of exactly 1.00 — is auto-detected as a placeholder and never used alone — overridable with the forward rate at inception or a manually entered rate.
- A defensible basis for CFO and board reporting — not a retrospective spreadsheet reconstruction.
Output: Expiry value vs. market rate at maturity · budget rate vs. forward rate at inception.
More views to come
Cumulative exposure, auto layering, reconciliations and market data — we'll add the rest of the tour shortly.
Want to see this on your data?
15 minutes. No deck. We'll plug in an anonymised slice of your exposure and show you what GLORIAnalytics would do with it.
Book a demoFrequently asked questions
Questions about the platform
What GLORIAnalytics covers beyond the dashboard — in plain terms.
Does the platform only show me the absolute worst case, or also how likely that actually is?
Both. With Peak Risk, you already see the absolute worst case of your FX position today. The Correlation Panel now sets a figure against that worst case, computed empirically from real historical currency moves, with a confidence band — data source of your choice (ECB reference rates or spot data, depending on which currencies you actually need).
Does GLORIAnalytics offer an option pricing calculator for FX options?
Yes. The calculator covers the platform’s full options spectrum — from spot and forward through European and knock-out/knock-in options to participating and RKO forwards, with further product types being added on an ongoing basis — and delivers premium and Greeks off the live market vol smile. It’s fully linked to the platform and pulls in your hedge scenarios directly.
Can I get my existing hedges valued mark-to-market?
Yes. Every open position is valued against the current forward rate for its own maturity — for options and structured products, the current vol smile feeds in too. Every value is fetched live on each call, nothing is cached or approximated.
Does this show me how my existing hedge book actually behaves under a market scenario?
Yes — and that’s different from the scenario simulation for new structures. For options and structured forwards, the delivered volume isn’t fixed: it depends on the fixing, and each of the five market scenarios maps to a point on the market vol smile. You see, per scenario and maturity period, how much of your existing book actually gets delivered, your net position, and your hedge ratio.
Can we see afterwards what a hedge actually delivered us?
Yes, in two steps. Expiry valuation values every hedge that has matured — including ones no longer shown in the interface — against the market rate on its maturity date. Cashflow valuation sets every settled cashflow against its budget rate, compared with the forward rate at inception; a budget rate of exactly 1.00 is auto-detected as a placeholder and never used alone.
Does GLORIAnalytics offer structured risk assessment, not just reporting?
Yes. GLORIAnalytics quantifies your maximum FX risk as a concrete figure — derived from market volatilities, not a directional bet — and sets it continuously against your hedging policy. That’s the difference from a plain position report: you see the risk before it happens.