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Saab Selects SuperDerivatives for Treasury Hedging and Pension Fund Return Optimization

SuperDerivatives, the benchmark for options and the leading provider of multi-asset option pricing, independent revaluation, trading and risk management systems, announced today that Saab is using its multi-asset real-time derivatives pricing and risk management platforms to implement the company’s hedging strategy and to optimize the returns of its treasury pension trust.

With annual revenue of 3 billion USD and 13,600 employees, Saab (STO:SAAB-B) serves the global market of governments, authorities and corporations in three strategic business segments: Defense and Security, Systems and Products, and Aeronautics.

“Our challenge was to manage the exposures of a global business with incoming and outgoing cash flows in numerous currencies and P&L reporting in the Swedish Krona. This required a powerful independent analytics and risk management platform that could provide us with live and accurate pricing for currency options. After extensive search, SuperDerivatives emerged as the only logical choice to address those needs,“ said Stefan Lind, Assistant Treasurer, Saab. “Thanks to the platform’s user-friendliness we were able to get up to speed very quickly and also enhance our mastery of the latest hedging instruments and techniques. Having powerful structuring functionality readily accessible as well as accurate real-time prices, risk metrics (Greeks) and streaming volatilities allows us to minimize the cost and sometimes even profit from our hedging operations while tightly controlling risk. Building on our positive experience with the SuperDerivatives platform, we are now also adopting it for enhancing investment returns of our employee pension fund using interest-rates derivatives.”

Award-winning SuperDerivatives provide real-time, accurate market prices, risk management and analytics on an always-on web-based platform with all market data constantly streamed. The SuperDerivatives platform supports currencies, interest rates, commodities, energy and equities options as well as credit derivatives. The platform includes specialized, built in and custom hedging tools, including the automated Looking For StrategyTM constraint and goal-based hedging planner, specifically designed for corporate treasury use. It also includes various risk, analysis and performance reports.

“Multinational corporations such as Saab are increasingly using SuperDerivatives platforms to manage their exposures by obtaining option prices that reflect the real fair market value. This is a must not only to reduce risk and hedge exposure in the most economical way but also to meet accounting compliance requirements such as IAS 39, FAS133 and FAS157 and MiFID,” said Udi Sela, Head of Product Support, EMEA, SuperDerivatives. “We give corporate treasurers a competitive edge by supplying real-time benchmark prices for a wide variety of vanilla and exotic options across all asset classes. We are happy to support Saab both in their treasury operation and in improving their pension funds return-to-risk ratio”.