Treasury IR-gap workbook and debt-schedule export — "Unhedged rate exposure surfaces only after a reset hits interest expense"
Why the manual spreadsheet breaks financial controls and how a deterministic workflow replaces it.
Interest-rate gap exposure is measured in a treasury workbook refreshed from a debt-schedule export, so a reset can hit expense before the sheet is updated.
Unhedged rate exposure surfaces only after a reset hits interest expense, and the limit report cannot show which reset was missing from the gap.
IR-gap telemetry monitor that reads live debt resets and flags any unhedged exposure that exceeds the policy limit before the reset date.
Gap assertion: the IR-gap report cannot close if any reset within the horizon exceeds the unhedged policy limit without a hedge ticket.
Three-stage comparison between manual workbook reconciliation and automated rule-based execution.
IR exposure is measured only after a debt reset hits expense.
Unhedged rate exposure surfaces only after a reset hits interest expense.
Unhedged resets above policy are flagged before the reset date.
The IR-gap report cannot close if any reset within the horizon exceeds the unhedged policy limit without a hedge ticket.
Adjacent spreadsheet failure modes in the same APQC Category 9 process group.
Exposure-limit workbook and counterparty position export
Hedge blotter workbook and dealer-confirmation email folder
IR-swap blotter and dealer-confirmation email folder
Scope the replacement architecture for manual measurement of interest-rate gap exposure or combine multiple failure modes in the directory.
