Case Study: Swap Portfolio Optimization

Project completed for a regional investment fund — comprehensive analysis of 12 swap contracts on the capital market

The Challenge

The fund managed a large volume of interest rate and currency swap contracts without clear visibility into counterparty risks and asset correlations. The lack of a centralized financial diagnostic led to delayed decisions and increased operational costs.

  • 12 active swap contracts, 6 currency pairs
  • Monthly volume of $4.2 million USD
  • Manual reporting, frequent errors
The Approach

We implemented a financial diagnostic platform that centralizes data from all swap contracts, generates correlation charts, and provides automated recommendations for optimizing asset exchanges. The solution includes a complete audit of contractual clauses.

  • Automated interest rate analysis
  • Visualization of asset correlations
  • Automated weekly reporting
Implementation

The platform was built modularly, integrating with the fund's existing systems. Historical data was migrated and validated, and the team received training sessions on using the financial diagnostic tools.

  • API integration with 3 partner banks
  • Historical data migration (24 months)
  • Training for 8 financial analysts
Results

After implementation, the fund reduced operational costs by 28% and identified asset exchange optimization opportunities worth $340,000 annually. Reporting time decreased from 5 days to 4 hours.

  • Operational costs reduced by 28%
  • Annual savings of $340,000 USD
  • Reporting in 4 hours vs. 5 days
Supporting Materials

Audit Report

Detailed analysis of swap contracts — 45 pages

Correlation Charts

Interactive visualizations for 6 currency pairs

Comparative Study

Before/after implementation performance

What Our Clients Say

Real feedback from professionals who optimized asset swaps using our analytical solutions.

A
Andrei Popescu
Chief Financial Officer, Banca Transilvania

“The financial diagnosis provided by swapnostics helped us quickly identify risks in our interest rate swap portfolio. We reduced exposure by 18% in just two months.”

Contract Audit 12.03.2025
M
Maria Ionescu
Senior Analyst, Fondul Proprietatea

“The courses on interest rates and asset swaps gave me a new perspective on market correlations. I confidently recommend them to any professional.”

Courses 28.02.2025
C
Cristian Dumitrescu
Risk Manager, BRD Groupe

“The analysis platform allowed us to optimize asset swaps in real time. The correlation charts are exactly what we needed for quick decisions.”

Financial Diagnosis 15.01.2025
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