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Category: Finance trading. Audited against the AISPA standard.

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fingpt - Use Cases

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# FinGPT: Corporate FX Exposure Management Use Cases > Applying FinGPT to the real cost problem in corporate treasury: subsidiaries hedging gross > FX exposure when they should be netting first — and the AI-powered plugin pattern that fixes it. > > Contributed by [Moiz Mujtaba](https://github.com/MoizMujtaba) — Director of Product Management, > cross-border payments and FX risk platforms across 17 global markets. --- ## Who This Is For **Primary Persona: FX Dealer / Relationship Manager at a payments company** (Airwallex, Ebury, Wise, Wealthsimple, Corpay, Western Union Business Solutions, or similar) | Dimension | Detail | |---|---| | **Job-to-be-done** | Grow revenue per client by deepening FX product utilisation | | **Measured on** | Spread captured per client, client retention, wallet share | | **Peak pain moment** | Month-end: corporate client calls asking why FX costs spiked again | | **Root cause they rarely surface** | Client subsidiaries are hedging gross exposure — they never netted first | | **Primary value delivered** | Business value: directly reduces client's FX translation losses — a measurable, reportable number the CFO cares about | | **Secondary value** | Emotional: the dealer looks like a strategic advisor, not just a rate quoter | --- ## The Core Problem: FX Clutter Cost Corporate subsidiaries in 3+ countries each manage their own payables and receivables independently. Without visibility across entities, each subsidiary hedges its own gross exposure. The result: ``` Without netting: Subsidiary A hedges: USD 500,000 long GBP Subsidiary B hedges: USD 480,000 short GBP Net company exposure: USD 20,000 Actual hedging cost paid: on USD 980,000 ← this is FX clutter cost With netting first: Net exposure: USD 20,000 Hedging cost paid: on USD 20,000 ← 98% reduction ``` This is not a trading problem. It is a **visibility and consolidation problem** — and it is where AI creates immediate, measurable business value. --- ## The Two-Layer Engine This document describes a two-layer AI engine built on FinGPT that solves this problem as an embeddable plugin for accounting software and treasury tools. ### Layer 1 — Multi-Entity FX Exposure Consolidator Reads multi-source treasury data (Excel, CSV, Xero, QuickBooks, NetSuite, Sage), identifies offsetting intercompany positions across subsidiaries and currencies, calculates net exposure, and produces a netting schedule with projected cost savings. ### Layer 2 — FX Exposure Intelligence Layer Takes post-netting residual exposure as input, layers in live FX rates and real-time market sentiment, and generates plain-English hedging recommendations the dealer can present directly to the CFO. ``` [Data Sources] Excel / CSV / Xero / QuickBooks / NetSuite / Sage │ ▼ [Layer 1: Multi-Entity FX Exposure Consolidator] FinGPT-RAG reads files → extracts payables & receivables by entity/currency Netting engine → identifies offsets → calculates net exposure │ ▼ [Layer 2: FX Exposure Intelligence Layer] OANDA API → live rates for residual exposure valuation Serper AI → real-time FX news retrieval FinGPT-Sentiment → sentiment scoring per currency pair FinGPT-RAG → generates plain-English hedging recommendation │ ▼ [Output — rendered in Gradio UI or embedded in accounting software] • Netting schedule with savings estimate • Residual exposure by currency pair • Hedging recommendation: instrument, ratio, plain-English rationale • FX cost reduction vs. gross hedging baseline (the number the CFO reports) ``` --- ## Tech Stack | Component | Role | |---|---| | **FinGPT-RAG** | File parsing, netting logic, recommendation generation | | **FinGPT-Sentiment** | Currency pair sentiment scoring from live news | | **Hugging Face Hub** | Model hosting — `FinGPT/fingpt-sentiment_llama2-13b_lora` | | **Gradio** | Demo UI — dealer uploads file, sees output in browser, no setup required | | **Serper AI** | Real-time FX news retrieval (Google News via API) for sentiment context | | **OANDA API** | Live mid-market FX rates for exposure valuation and netting calculations | | **Alpha Vantage** | Historical FX rate data for hedge ratio backtesting | | **ECB SDMX API** | EUR reference rates (free, no key required) | | **pandas + openpyxl** | Excel/CSV parsing before RAG ingestion | | **Plaid / TrueLayer** | Optional: direct bank feed ingestion instead of manual upload | --- ## Reforge Value Matrix | Value Type | What It Looks Like Here | |---|---| | **Functional** | Dealer uploads one file instead of manually consolidating 6 subsidiary spreadsheets | | **Emotional** | Dealer walks into the CFO meeting with a cost reduction number, not just a rate sheet | | **Business** | CFO sees FX translation losses reduced by 40–70% — reportable to board, auditable | | **Social** | Dealer is now a strategic treasury advisor, not a commodity FX provider — harder to replace | **The moment that matters:** Month-end. The CFO has just seen the FX line on the P&L. The dealer who arrives with a netting analysis and a forward recommendation *before* the CFO asks why costs are high — that dealer keeps the relationship. That dealer grows wallet share. --- ## Use Case 1: Netting + Hedging Recommendation (Core Flow) ### Prompt A — Multi-source File Extraction ``` Instruction: You are a corporate treasury analyst. Extract all multi-currency intercompany payables and receivables from the data below. Return a structured table with columns: | Subsidiary | Counterparty Subsidiary | Currency | Amount | Direction | Due Date | Input: [PASTE CONTENT FROM EXCEL / XERO / QUICKBOOKS / NETSUUITE / SAGE EXPORT] Output: ``` ### Prompt B — Netting Schedule Generation ``` Instruction: You are a corporate treasury analyst. Given the following intercompany payment schedule, identify all netting opportunities across subsidiaries. For each netting pair output: 1. Gross settlement amounts (both directions) 2. Net settlement amount and direction 3. Estimated FX conversion cost saving (use provided mid-market rates) 4. Recommended settlement date Use OANDA mid-market rates: [RATES FROM API CALL] Input: [STRUCTURED TABLE FROM PROMPT A] Output: ``` ### Prompt C — FX Exposure Intelligence (Post-Netting) ``` Instruction: You are an FX risk advisor presenting to a CFO with no derivatives background. Based on the residual post-netting exposure below and current market conditions, generate a hedging recommendation. Your output must include: 1. Hedge or not (yes / monitor / no action) 2. Recommended instrument (Forward / Vanilla Option / Natural Hedge) 3. Suggested hedge ratio with plain-English rationale 4. One-paragraph CFO summary — no jargon Residual exposure: [FROM NETTING OUTPUT] Current market context (from Serper AI news retrieval): [TOP 3 RELEVANT FX NEWS HEADLINES WITH DATES] Current sentiment score (from FinGPT-Sentiment): [SENTIMENT SCORE AND CONFIDENCE PER CURRENCY PAIR] Output: ``` --- ## Use Case 2: Dealer Demo Mode (Gradio UI) The fastest way for a payments company PM to demo this to a CFO client: a Gradio app the dealer opens on a laptop, uploads the client's treasury export, and shows real output within 60 seconds. ### Gradio App Structure ```python import gradio as gr from fingpt_rag import extract_positions, generate_netting_schedule from fingpt_sentiment import score_currency_sentiment from oanda_api import get_live_rates from serper_api import get_fx_news def run_fx_analysis(file, currency_pairs): # Step 1: Extract positions from uploaded file positions = extract_positions(file) # Step 2: Get live rates from OANDA rates = get_live_rates(currency_pairs) # Step 3: Generate netting schedule netting = generate_netting_schedule(positions, rates) # Step 4: Get market context news = get_fx_news(currency_pairs) sentiment = score_currency_sentiment(news) # Step 5: Generate hedging recommendation recommendation = generate_recommendation(netting.residual, rates, sentiment) return netting.summary, recommendation gr.Interface( fn=run_fx_analysis, inputs=[ gr.File(label="Upload treasury file (Excel, CSV, Xero, QuickBooks, Sage)"), gr.CheckboxGroup(["EUR/USD", "GBP/USD", "USD/CAD", "USD/JPY"], label="Currency pairs") ], outputs=[ gr.Dataframe(label="Netting Schedule + Savings"), gr.Textbox(label="Hedging Recommendation (CFO-ready)") ], title="Corporate FX Exposure Consolidator", description="Upload your multi-entity treasury file. Get a netting schedule and hedging recommendation in 60 seconds." ).launch() ``` **Deploy to Hugging Face Spaces** (free, shareable link): ```bash huggingface-cli login gradio deploy ``` The dealer sends the CFO a link. No installation. No platform adoption required. --- ## Use Case 3: Accounting Software Plugin (Embedded Pattern) For payments company PMs who want to embed this inside their clients' existing tools rather than as a standalone app. ### Xero / QuickBooks / NetSuite / Sage ```python # Pull live payables/receivables directly — no manual upload from xero_python import AccountingApi from fingpt_rag import extract_positions_from_structured_data # 1. Connect to accounting API positions = AccountingApi.get_invoices( statuses=["AUTHORISED"], date_from="2026-02-01" ) # 2. Run netting + FX analysis (same pipeline as Use Case 1) analysis = run_fx_analysis(positions) # 3. Push recommendation back into accounting software as a memo AccountingApi.create_account_note(analysis.cfo_summary) ``` ### Excel Add-in - Expose the same pipeline as an Excel add-in via Office.js - Dealer installs once; CFO runs the analysis from the ribbon - Output lands in a new worksheet tab: netting schedule + recommendation side by side --- ## What to Build Next (Contribution Opportunities) | Feature | Complexity | Impact | |---|---|---| | MT940 bank statement parser (for European corporates) | Medium | High | | Multi-period netting (weekly/monthly cycle optimisation) | High | High | | Hedge ratio backtester using Alpha Vantage historical data | Medium | Medium | | AML flag integration — surface sanctioned counterparty exposure | High | High | | SAP / Oracle ERP connector | High | High | --- ## References - [FinGPT-RAG](fingpt/FinGPT_RAG/) — Retrieval Augmented Generation pipeline - [FinGPT-Sentiment](fingpt/FinGPT_Sentiment_Analysis_v3/) — Financial sentiment analysis - [Hugging Face Spaces](https://huggingface.co/spaces) — Free Gradio app hosting - [OANDA API](https://developer.oanda.com/) — Live and historical FX rates - [Serper AI](https://serper.dev/) — Real-time news retrieval API - [Alpha Vantage](https://www.alphavantage.co/) — Historical FX data - [ECB SDMX API](https://data.ecb.europa.eu/help/api/overview) — EUR reference rates (free) - [ISO 20022](https://www.iso20022.org/) — Global payment messaging standard - [AI4Finance Foundation](https://ai4finance.org/)

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