Derivative Path

05/20/2026

Your commercial clients are making international payments. The question is whether they're doing it through you or someone else. Visit the Derivative Path booth at to learn how financial institutions are keeping those relationships (and that revenue) in-house. Don't forget to register for the Yeti cooler giveaway. June 1-3 | JW Marriott, Austin, TX

05/19/2026

Part 4 of the "Beyond Risk Management" series is live, and it closes with something practical.

Matt Petrik wraps the series with real-world outcomes, implementation guidance, and a free step-by-step playbook for banks ready to turn derivatives and FX into non-interest income. Email [email protected] to request it.

Read the final article: https://hubs.la/Q04gTPKv0

05/16/2026

We're heading to Austin for , and we're bringing a Yeti cooler with your name on it. Stop by the Derivative Path booth to see how community banks and credit unions are offering competitive international payment capabilities to their commercial clients. Register for your chance to win while you're there. June 1-3 | JW Marriott, Austin, TX

05/14/2026

Today, Derivative Path announces the launch of ALM Strategy Builder, a standalone platform that gives banks and credit unions the infrastructure to build, stress-test, and present interest rate hedging strategies in a single environment.

For too long, treasury teams at community banks and credit unions have been managing complex hedge programs with tools that were not built for the job. ALM Strategy Builder changes that. Model scenarios in real time, generate ALCO-ready outputs in one click, and get instant answers from a built-in AI Assistant. No existing Derivative Path platform required.

Read the full announcement: https://hubs.la/Q04g8Np40

05/04/2026

Matt Petrik is in Orlando this week for the BAFT Global Annual Meeting, and Part 2 of his "Beyond Risk Management" series dropped today.

The article covers two of the four pillars of revenue enablement for regional and community banks: embedded pricing control and the automation infrastructure that makes profitable scale possible. If you are at BAFT and working on international payments or FX derivatives programs at your institution, it is worth a read before you run into him.

https://hubs.la/Q04fdGV30

04/23/2026

How do regional banks scale FX services without replacing everything they already have?

The answer is a hybrid model that gives banks direct control over core nostro currencies while preserving existing correspondent relationships.

Read our latest Q&A to find out how. https://hubs.la/Q04dg54J0

Explore how FX Payments can enhance control and efficiency for regional banks in managing currency transactions and relationships.

04/23/2026

Derivative Path and Baton Systems have partnered to deliver TrueNostro, a front-to-back FX and nostro management solution purpose-built for regional and mid-market banks.

For banks that have outgrown the single correspondent model, TrueNostro provides direct control over core nostro currencies, real-time balance visibility, and settlement optimization, while preserving existing liquidity provider and correspondent relationships for the full range of client needs.

Read the full announcement here: https://hubs.la/Q04cY2Jg0

04/21/2026

S'mores, sunset, and serious conversations about derivatives. Not a bad Tuesday in Grand Cayman.

Derivative Path and Withum hosted a fireside beach gathering at GAIM Ops Cayman last night and we loved every minute of it. Great people, great views, and a few sticky marshmallow situations.

If we missed you, we are here through April 22. Come find us.

04/17/2026

Regional banks are leaving significant non-interest income on the table. Not because commercial clients are not asking for hedging and FX solutions. They are. The constraint is the infrastructure banks are trying to serve them with.

Matt Petrik, our Head of FX Product, explores this in the first installment of "Beyond Risk Management," a four-part series on turning derivatives and FX programs from cost centers into revenue drivers.

https://hubs.la/Q04csYK70

03/25/2026

Sensitivity analysis is not risk management.

It's a starting point. And most institutions are treating it like a finish line.

A few hard truths from our latest piece on AIMA:

Parallel rate shocks miss the conditions most likely to stress your portfolio. Interest rate and FX exposure analyzed in silos leaves the interactions invisible. Spreadsheet-based models fragment over time, creating key person risk and inconsistent assumptions across teams.

What separates mature risk programs from reactive ones is not the sophistication of the model. It's whether the analysis is built to drive repeatable, defensible decisions aligned to your organization's actual risk objectives.

Worth a read for CFOs, Treasurers, and ALM Officers thinking seriously about how their scenario frameworks hold up in a market that doesn't move in straight lines.

If you work for an AIMA member firm and are not registered with us for a personal login, or if you are otherwise in need of assistance, please contact us.