For the Treasurer Whose Risk Is Real Rather Than Speculative
Market intelligence calibrated for the corporate, not the trading desk.
The corporate treasury function is not in the business of speculation. Its mandate is the management of real exposures (currency, interest rate, commodity, counterparty) that arise from the operating business. The available analytical tools are designed for the trading desk, which is a different problem. Drusus is positioned to provide the corporate treasurer with the analytical depth of an institutional tool, calibrated for the questions corporate treasury actually asks.
What You Will Use Most
- The AI analyst chat, for analytical questions on FX, rates, and commodity exposures.
- Scenario modelling on the hedging book, including the second-order interactions between hedging instruments and the underlying exposure.
- Drusus Daily, for the macro context that surrounds the operating decisions of the business.
- Cross-market coverage on the venues relevant to your trade flow.
On Boundaries
Drusus is an analytical product, not a treasury management system. It will not connect to your bank accounts; it will not execute foreign exchange; it will not produce regulatory or accounting reports. It sits alongside your TMS, providing the analytical depth that TMS products typically do not.
How They Use Drusus
The shape of a typical working pattern for this audience.
FX exposure review
For each material currency exposure, run the analytical context with the AI analyst. Where the corporate carries USD revenue against GBP costs, the analysis covers historical correlation, regime-dependent volatility, and hedging-cost trade-offs.
Rate environment monitoring
For the corporate funding programme, monitor the rate environment relevant to your maturity ladder. Drusus Daily provides this in a form treasury can read; the AI analyst handles the detail.
Commodity hedge review
For commodity-exposed corporates, examine the hedge book against scenario projections. Drusus surfaces the second-order risks (basis, correlation breaks) that frequently surprise corporate treasury.
Board reporting
When treasury reports to the board on the risk position, Drusus provides the underlying analytical work. The board can focus on the policy questions rather than on whether the figures are correct.
An Illustrative Query
The form a typical interaction with the Drusus AI analyst takes for this audience.
Our company has USD 50 million in next-twelve-month forecast receivables against GBP cost base. We are considering hedging 50 per cent through a rolling 12-month forward programme. Frame the analytical case for and against, and the principal risks.
The analytical case for the hedge is straightforward: the GBP/USD pair has a 90-day realised volatility of around 8 per cent on an annualised basis at the present time; an unhedged exposure of USD 50 million translates to a GBP-equivalent volatility of approximately GBP 1.5 million on the receivables alone. A 50 per cent hedge halves this. The case against is similarly straightforward: hedging crystalises the forward rate, which embeds the interest-rate differential between the two currencies; over the past five years that carry has averaged approximately minus 1.2 per cent annually against the GBP, which is to say the forward programme has historically underperformed the spot conversion by that margin. The structural choice between hedging and not hedging is therefore a choice between paying that carry to remove volatility, or accepting the volatility and the offsetting expected gain. The principal risks beyond the central case are three. First, the operating forecast itself: if receivables undershoot, the hedge becomes a speculative position. Second, the regime risk: rolling 12-month hedging exposes the corporate to a structural shift in the rate differential mid-programme. Third, the counterparty risk on the forward book, which a treasury policy should already address. The 50 per cent ratio is a defensible central case for an exposure of this size; the structural arguments for moving to 30 per cent or 70 per cent depend on the corporate's tolerance for the volatility-versus-carry trade-off, which is properly a board-level question.
Recommended Tier
Drusus Strategist at £79 per month per user covers most corporate treasury use cases at single-treasury scale. For multinational treasuries with multiple regional treasurers, the Drusus Institution tier at £299 per month per user provides the priority support and the highest-grade model. The pricing remains an order of magnitude below the alternative of providing Bloomberg or Reuters terminals to the treasury function.