Processes: treasury management and foreign exchange optimisation to maximise risk adjusted gains.
Problems: how to optimally match different foreign currency pairs and trades to minimise foreign currency holdings. For foreign currency holdings, which currencies to converted to local currency. When converting who is the best FX provider?
Use case: using AI, predict trades, exchange rates and use AI to match trades to optimise risk adjusted FX gains.
Case-study: our team developed an AI model for a currency exchange provider that optimised FX trade matching and identified best FX providers using constraints (fees, rate, transaction value etc.) resulting in consistently improved profits and reduced exposure.