Market Risk Intelligence.
Continuous exposure mapped to your portfolio.
Commodity, FX, rate, freight, and energy markets move daily. Leah ingests the feeds, maps every signal to your contracts and hedges, and surfaces the specific impact and the recommended action.
Markets move every day. Most risk reports arrive every week.
Market intel arrives weekly, not when it matters
Risk teams produce well-crafted reports on a weekly or monthly cadence. By the time leadership reads them, the market has already moved. Decisions get made on stale views, and the report becomes a record of what happened, not a tool for what to do.
Exposures mapped manually
Mapping a price move to specific contracts, suppliers, and hedges is a manual exercise that lives in analyst spreadsheets. The mapping is rebuilt from scratch every time a senior leader asks the question.
Volatility surfaces in earnings, not pre-event
Commodity, FX, and rate volatility shows up as a margin surprise at quarter close. The signal was in the market days or weeks earlier, but no system was watching it against your specific contract book.
Hedging decisions reactive
Hedging strategy is reviewed at scheduled committee cycles. Between cycles, the portfolio drifts away from the target hedge ratio as exposures change underneath. Rebalancing happens late, at worse prices.
Supply disruption modeling ad hoc
When a supplier region is hit by weather, sanctions, or labor action, the impact assessment is built in real time on a war-room call. Nobody has a current model of substitutability, contract flexibility, or alternate routing.
Cross-portfolio impact opaque
A single market move touches procurement contracts, FX hedges, freight contracts, and customer pricing in different ways. Each function sees its slice. Nobody has the consolidated view of net exposure across the whole book.
Every relevant feed, continuously, in one stream
Leah ingests commodity prices, FX rates, interest rate curves, freight indices, energy prices, and supply availability signals from the data feeds you already license. Public macro signals, geopolitical events, and supplier disclosures flow into the same intelligence layer. Every relevant input becomes queryable, time-stamped, and tied to your portfolio.
“We were paying for six market data feeds and reading them through six dashboards. Leah gave us one stream tied to our actual contract book.”
Head of Commodity Risk, Energy Producer
Five steps from market signal to portfolio action
Leah operates on top of the feeds and systems you already run. No rip and replace. Value from the first market open after deployment.
Connect
Leah connects to your market data feeds, treasury management system, ERP, contract repository, and procurement platform. No system gets replaced.
Ingest Signals
Commodity prices, FX rates, rate curves, freight indices, and supply events flow into a unified time-series layer with full provenance.
Map Exposures
Every contract, hedge, and supplier arrangement is read and structured. Exposure by commodity, currency, tenor, and concentration is computed continuously.
Analyze Impact
Each material market move is translated into specific dollar impact on margin and forward P&L, with full attribution to the underlying contracts and hedges.
Recommend Actions
Recommended responses are routed to treasury, procurement, or commercial owners within policy. Every decision is logged for audit and committee review.
Got Questions? Get Answers.
No. Leah sits on top of the feeds and systems you already license. Bloomberg, Refinitiv, ICE, internal trading platforms, treasury management systems, and ERP all continue to run as they do today. Leah reads from those sources, builds the unified intelligence layer, and writes recommendations and audit records back into your existing workflow.
Leah reads each agreement, identifies the underlying market drivers (commodity, currency, rate, freight index), extracts the pricing formula or indexation, and captures volume commitments and tenor. The output is a queryable exposure record tied back to the source clause. Where extraction confidence is below threshold, the term is flagged for analyst review before it enters the live portfolio view.
Yes. Standard stress scenarios run continuously in the background and refresh as the portfolio changes. Custom scenarios are defined by the risk team and run on demand with full provenance. Outputs include dollar impact on margin and forward P&L with attribution to the specific contracts and hedges driving the result.
Hedging policy, risk appetite, and authorization limits are configured upfront. Recommended actions stay within those rails. Where a recommendation would breach a limit, it is flagged for committee escalation rather than presented as an actionable item. The policy basis for every recommendation is logged alongside the recommendation itself.
Leah captures geopolitical events, supplier disclosures, regulatory actions, and weather advisories from public and licensed sources alongside the numerical feeds. When a relevant event is detected, the system maps it against current supplier and region concentration to surface specific impacts and substitutability options.
Leah is deployed by major energy, manufacturing, and financial services firms with strict data security requirements. Contract content and portfolio data do not train Leah's underlying models. Customer data is encrypted in transit and at rest. SOC 2 Type II, GDPR, CCPA, and ISO 27001 aligned. Private instance deployment is available for customers with strict data isolation requirements.
