Interest Rate Risk Management

Our solutions aim to reduce uncertainty around interest expenses related to unfavourable interest rate movements.


Interest rate risk solutions

We specialise in crafting bespoke interest rate risk hedging strategies, tailored to your unique exposure. The most ideal strategies balance flexibility and cost, while mitigating exposure to interest rates.


Hedging risk

We review your current interest rate book to identify opportunities for improvement. We develop a sturdy, personalised risk plan that addresses your interest rate exposure requirements.



Vanilla and structured interest rate swaps.

Cross-currency interest rate swaps.

Options: caps, floors, collars, swaptions and cancellable/extendable interest rate swaps.


Economic research

In conjunction with ETM Analytics, we monitor financial markets, economic trends, and policy events in real-time, to provide immediate, actionable advice to our clients. We deliver clear insights amidst market noise, highlighting key developments, and their strategic implications.


Board presentations

In conjunction with ETM Analytics, we design strategic board risk presentations that are tailored to your industry’s unique risks.

Our approach

  • Understand your business
    We start by understanding your business risks. We analyse your industry dynamics, market factors, and unique exposures, and leverage our expertise to craft tailored solutions that optimise your risk-return profile.
  • Developing hedging strategies
    We create customised hedging strategies based on our grasp of your risk profile. These strategies effectively mitigate identified risks while aligning with your risk tolerance and financial goals.
  • Economic landscape analysis
    We stay updated on market events as they happen, analysing the economic landscapes, trends, and geopolitical shifts that impact your risk exposures. This ensures our hedging strategies remain relevant and adaptable to evolving market conditions.
  • Execution of hedging instruments
    Once the hedging strategy is set, we execute it on your behalf.

Why choose TreasuryONE

  • Expertise: With over 150 years of combined experience in the financial industry, our team brings unparalleled expertise.

  • Reduced cost: Outsourcing your risk management generates significant cost savings through the shared use of our expertise, technical resources and economies of scale.

  • Technology-driven approach: We leverage cutting-edge treasury management systems and data analytic tools to provide real-time insights, robust reporting, and streamlined processes. This empowers our clients to make informed decisions and manage risks more effectively.

  • Proactive client support: We take a proactive approach to client relationships, offering ongoing support, market updates, and expert advice. Our team is always available to address questions, provide timely hedging recommendations, and adapt strategies to changing market conditions.


Our proven track record

Bell Group is a prominent multinational corporation operating in various sectors, including manufacturing, distribution, and retail. With operations spread across multiple countries, the company is exposed to foreign currency risks due to international trade, foreign subsidiaries, and currency conversions for financial reporting.

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The rand is one of the most volatile currencies in the world. For importers and exporters, market risk and currency volatility pose real risks to their businesses, and exchange risk management continues to be a priority for South African CFOs and treasurers.

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Thungela was formed when the South African thermal coal operations demerged from Anglo-American and listed on the JSE and LSE in June 2021. As a result of the demerger, Thungela had to set up its own treasury department.

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TreasuryONE’s dealing team works closely with DRDGOLD to protect them from adverse movements in the exchange rate when the risk arises, ensuring that the company is effectively hedged and adverse exchange rate movements are avoided.

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“With interest rates constantly fluctuating, managing interest rate risk is paramount for CFOs and Treasurers. The market’s unpredictability underscores the importance of proactive interest rate risk management strategies. Our team understands the challenges posed by fluctuating rates and is dedicated to providing tailored solutions to safeguard businesses against potential financial risks.”
Wichard Cilliers, Head of Risk Management, TreasuryONE