Interest Rates Risk Management
Strategic Solutions for Lowering Borrowing Cost
Strategic Interest Rate Risk Management with QuantArt
QuantArt delivers expert Interest Rate Risk Management to help corporates cut borrowing costs and stabilize finances. We guide companies in leveraging instruments like PCFC, EPC, FCTL, and ECB for cost-effective funding, using precise strategies such as swaps, options, and tranche hedging. Our team provides real-time market insights, actionable cost-reduction techniques, and tailored solutions to maximize savings on loans. Through regular updates, advanced tools, and focused training, QuantArt empowers finance teams to stay ahead and make sharp, informed decisions. Let us help you strengthen your financial foundation and drive real value.
Interest Rate Risk Management Services
We evaluate working capital and term loan portfolios, recommending instruments for Interest Rate Reduction. Our expertise includes implementing appropriate hedging strategies, providing real-time market insights and actionable cost-reduction techniques. Through regular updates, advanced tools, and focused training, we empower finance teams to make the correct decision
Loan Interest Rate
Reduction
Reduction
We will be evaluating your working capital and term loan portfolio. On the working capital, we will advise you when to go for PCFC, PCRE, EPC, FCTL, CC, CP, etc, and what rate you should get. On the term loan side, we will advise you on ECB, FCTL, RTL, and how you can manage Foreign currency risk or fixed floating risk so that overall you achieve cost savings.
Loan Hedging and Strategy Evaluation
We support the evaluation of various hedge strategies like swaps, option-based hedging, short-term hedging with rollover, tranche hedging, partial amount hedging, etc. Within swaps also there are multiple variants and IRR calculation for each of the choices will be evaluated. Within option structures, we will be evaluating plain calls, out-of-the-money calls, spreads, staggered call spreads, etc. Optimum hedge structure reduces interest cost.
Pricing of Loan Strategies and IRR Scenario Analysis
We will be involved in the pricing of strategies and the computation of IRR under various scenarios. There is a deep understanding of credit charges and bank models which helps in the reduction of cost.
Pricing, Negotiations and Cost Savings
We will set up the system for Negotiation of the pricing, strategy for getting effective pricing, and support in negotiations if required. This will be an extremely important aspect as the possibility of leakages can be significant. Often banks charge the high prices on deal execution and considering we have worked in senior management positions in both Indian and Foreign banks we understand the psychology and the tricks of the trade. We help the companies in appropriate strategizing to get the right rate while dealing with the banks.
Appropriate use of Options and Swaps
Using options help at times. However, option-based hedging should not be done without deep understanding. We educate and handhold companies in understanding vols surface, Greeks like delta, gamma and how to use the Greeks for decision making and monitoring.
Structured
Financing
Financing
We bring structured financing ideas and execution to corporates. Structuring involves tweaking of securities, the composition of loans, fixed-floating switching, international borrowing, etc.
Exclusive Reports
QuantArt’s Hedgenius provides practical insights for corporate decision-makers and treasury teams on strategies,structures for Interest Rate Reduction. Through market and data-driven analysis, QuantArt highlights key opportunities to manage interest rate exposure, leverage foreign exchange strategies, and capitalize on cost-reduction techniques.
Negotiation Strategies Template
Borrowing Costs in 15 Global Currencies
Budget
Key
Highlights
Swap
Pricing
Enhance your expertise with our comprehensive Interest Rates Trainings
QuantArt’s Interest Rate and Borrowing Cost Reduction training empowers corporates with practical strategies to cut borrowing costs. Covering both Short and Long-term hedging, it includes Option Structuring Techniques like Collars, Butterflies, and Seagulls. Specialized modules on Foreign Currency Loans guide on Funding Benefits, Regulatory Insights, and choosing Optimal Hedge Strategies for Cost efficiency. With a focus on Foreign Currency Loans, Refinancing, and Fixed-float structures, QuantArt’s training are both comprehensive and practical
Leadership Team
Samir Lodha
Managing Director
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Samir Lodha founded QuantArt in 2012 January which has been running for the last 10 years. He is an MBA from the Indian Institute of Management Calcutta (IIMC) and has around 20 years of experience in Forex and Interest rate risk management. Prior to that, he had worked in senior positions with foreign exchange treasuries of JP Morgan (Executive Director), HSBC (Associate Director), and ICICI Bank wherein he advised large companies across India on risk management and hedging of foreign exchange and interest rates exposures. He has significant experience in Fx and rate markets along with a sound experience and understanding of global markets, market economics, hedging strategies, hedge algorithms, price calculation, and risk-return optimization.
Srinivas Puni
Managing Partner
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Srinivas Puni is an MBA from the Indian Institute of Management Bangalore (IIMB) with over 15 years of experience in structuring forex and interest rates derivatives. He has worked with banks like JP Morgan, Standard Chartered, Yes Bank, and Axis Bank in the past. He conducts training on foreign exchange and risk management as well as advises specifically large clients. Srinivas has an in-depth understanding of the quantitative models behind derivative valuation and related CVA, DVA, FVA modeling. He specifically handles pricing, valuations, structuring, risk modeling etc.
Vinod Garg
Managing Partner
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Vinod is an MBA from IIM Lucknow with 20+ years of experience in treasuries in India and Hong Kong wherein he advised large companies and banks on risk management, markets, and hedging. Prior to joining QuantArt, he held the positions of Executive Director in Goldman Sachs and BNP Paribas. Vinod has extensive skills in simplifying complex situations and convert the same into a hedge opportunity.
Sandip Basu
Managing Partner
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Sandip is a post graduate from BITS Pilani with 25+ years of experience in global markets. He began his banking career with SBI and thereafter held leadership position at treasury at American Express Bank, Deutsche Bank and ICICI Bank in India. He was an investment banker for 7 years covering areas including PE intermediation, debt syndication and FX advisory. Sandip was Chief Treasury for Tata Steel Group between 2014-2020, where he led a large team with distinction in hedging currency, interest rates and commodity, investment of surplus funds, retirals investment, working capital management,RBI regulations etc.
We Empower our Clients
QuantArt is committed to unlock the hidden values for our clients by optimizing risk and return. The Optimisation is done across asset classes such as Foreign Exchange, Interest Rate, Commodities, Bond, DCM, ECM, and Credit. We work across geographies with nuances of local markets while firmly tracking the Global Financial Market. Our vision is to continuously bridge the global financial market asymmetries through our domain knowledge, intelligence, insights, tools, software and technology and analysis and bring about assured risk-adjusted savings through optimization for corporates and institutions.
