• DATA
  • TESTS
  • GAP
  • HUMAN

How to audit hedge effectiveness with your AI

Connect Chatham Financial to your agent to automate the heavy lifting of risk oversight. Your AI handles the data retrieval so you can focus on the analysis.

Ask AI about this page

Short answer

Can my AI check if my hedges are working?

Yes. Your agent uses specific tools to pull hedge accounting data and effectiveness test results from Chatham Financial. This lets you instantly compare actual performance against your risk management targets.

Audit outcomes

Where your data lands

The agent pulls specific datasets to give you these four outcomes.

DATA

Accounting visibility

The agent pulls specific trade details. You get a clear view of how your hedges are recorded.

TESTS

Effectiveness results

The AI retrieves test outcomes. You can see exactly how well your hedges are performing against benchmarks.

GAP

Target deviations

The agent identifies where hedge performance misses your set targets. You get the specific data points needed for corrections.

HUMAN

Expert review

The AI provides the raw data and test results. You decide if the strategy needs a manual overhaul or a change in direction.

The workflow

What your AI does when the request arrives.

The agent moves from raw data retrieval to specific test analysis.

  1. Fetch accounting data

    The agent pulls the necessary trade and accounting records to build a baseline for your audit.

    get_trade_accounting

  2. Retrieve test results

    The agent pulls the latest effectiveness test data to see how the hedges are actually behaving.

    get_hedge_effectiveness

  3. Compare performance

    The agent looks at the accounting data alongside the test results to find discrepancies.

    get_hedge_effectiveness

  4. Summarize findings

    The agent presents the delta between your hedge targets and the actual test outcomes.

    get_trade_accountingget_hedge_effectiveness

Try it

Copy these to start.

Use these prompts to begin your audit.

Starting points

Replace the bracketed text with your specific hedge IDs or accounting periods.

Chatham Financial Connector

You're all set. Choose your MCP client and follow the setup instructions.

Connector linkhttps://edge.vinkius.com/vk_preview_hsMPh67TwQ1iIM2bTlF82Wn5TiLdB0HnJIqJkuRI/mcp

Claude Desktop

Follow the steps below to connect in seconds.

  1. 1In Claude Desktop, open Settings → Connectors.
  2. 2Click “Add custom connector” and paste the connector link above as the remote MCP server URL.
  3. 3Click Add and start a new chat — Chatham Financial capabilities are ready to use.
Configuration · claude_desktop_config.jsonCopy
{
  "mcpServers": {
    "chatham-financial-mcp": {
      "url": "https://edge.vinkius.com/vk_preview_hsMPh67TwQ1iIM2bTlF82Wn5TiLdB0HnJIqJkuRI/mcp"
    }
  }
}
Copy into chat04

  • Get the hedge accounting details for the Q3 interest rate swaps.

  • Pull the effectiveness test results for my EUR/USD hedge portfolio.

  • Compare the trade accounting data with the latest effectiveness tests for the USD hedging program.

  • Show me the effectiveness test results for the specific hedge ID 98765.

  • Claude
  • ChatGPT
  • Cursor
  • VS Code
  • Windsurf
  • Claude Code
  • JetBrains
  • Cline

Start here

Connect Chatham Financial once, then ask.

One connection gives your agent access to your risk data. Your credentials stay encrypted and secure.

Connect Chatham Financial to your AI

FAQ

How this task behaves

  • 01

    Can the AI change my hedge positions?

    No. The AI can only read accounting and effectiveness data. It cannot execute trades or modify your risk strategy.

  • 02

    Does the AI store my sensitive financial data?

    No. The AI client accesses the data through the MCP to answer your questions, but the data is not stored by the agent.

  • 03

    Can I use this to generate hedge accounting entries?

    No. The tools only allow the agent to retrieve existing accounting details and test results.

  • 04

    Can the AI perform its own effectiveness tests?

    No. The agent can only pull the results of tests that have already been run through Chatham Financial.

  • 05

    How does the AI know which hedges to look at?

    You tell the AI which specific trades, portfolios, or IDs to pull using the tools provided.

  • More questions about Chatham Financial? The Connector page answers them. See everything the Chatham Financial Connector can do

Connect Chatham Financial to Claude, Cursor, ChatGPT & more