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Agentic AI for LATAM Treasury Risk

Business in LATAM, no LATAM risk

Agentic AI powered Wall Street risk toolkit — VaR, DV01, stress testing — translated for corporate treasurers, so LATAM returns stop being erased by LATAM currencies.

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Platform highlights Native SAP & Oracle Sync Wall Street Risk Engine — VaR · DV01 17 Currencies Covered
The Problem
LATAM is too big to ignore. Currency fear is why the world hesitates.

Structural Macro Volatility

Latin America accounts for $4 trillion in annual corporate cross-border exposure across 20 countries and 17 currencies. Unhedged currency swings routinely consume 1.5% to 3% of EBITDA margins and cause multi-billion dollar defaults.

Static ERPs vs. Dynamic FX Markets

Legacy ERPs and Treasury Management Systems only display static, historical accounting data. They lack active risk-modeling capabilities to predict future devaluation paths or capital control shifts.

Opaque Banking Spreads

Traditional banks do not measure corporate risk; they optimize their own trading desks. Enterprise treasuries are trapped paying massive, opaque spreads and markups on unoptimized hedges.

From the ERP to the decision, frictionless.

Global Treasurer can monitor the whole picture.

01

Connect

Connect directly to SAP, Oracle, NetSuite, and Excel to automatically pull multi-currency accounts payable, receivables, intercompany flows, and debt.

02

Risk Engine

Our quantitative core continuously calculates Value at Risk (VaR), interest rate sensitivity (DV01), and runs real-time macro stress paths.

03

Clear Signals

Receive plain-language alerts that translate complex quantitative metrics into actionable insights, showing exact exposure and hedge pricing.

04

Act

Review the optimal, cost-effective hedging strategy and execute in a single click with complete cost transparency.

Platform Modules
Institutional risk infrastructure built for corporate treasurers

Executive Health Score & Dashboard

Real-time KPI summaries, consolidated VaR metrics, country exposure heatmaps, and plain-language summaries tailored for global treasurers and CFOs.

Built for LATAM Intelligence

Unlike global vendors, Sauze models local market quirks — including capital controls, parallel FX gaps, IOF taxes, and NDF liquidity pools.

Transparent Execution Layer

Eliminate bank opacity and save millions in hidden execution spreads while keeping balance sheets insulated from local devaluations.

Scenario Simulation
Simulate Macro Shock Scenarios Before They Impact Your PnL

Stress-test your multi-currency balance sheet against devaluations, rate hikes, and capital control shifts to accurately forecast earnings volatility and execute pre-emptive hedges.

Macro shock scenario simulation

Dynamic PnL Sensitivity Modeling

Instantly visualize how a 10%, 25%, or 50% currency devaluation in any LATAM jurisdiction impacts consolidated quarterly earnings and EBITDA margins.

Macro Stress Paths & Regulatory Shifts

Run real-time stress tests for complex regional events — including parallel FX gap expansions, sudden capital controls, or aggressive interest rate hikes.

Pre-Execution Strategy Simulator

Model and compare different hedging strategies side-by-side inside the simulator to determine the optimal risk-reduction path before committing capital.

Board-Ready Executive Forecasting

Translate complex quantitative simulations into clear, plain-language PnL impact reports and forecast charts ready for CFOs and Board presentations.

Why Sauze
Everyone serves someone else. Nobody serves the LATAM treasurer.
Feature / Solution Traditional Banks Legacy ERPs / TMS Local Consultants Sauze Labs
Real-time Quantitative Risk Modeling For internal use only ✕ ✕ Continuous VaR & DV01
Native LATAM Intelligence (Capital Controls, NDFs) Limited ✕ Manual Automated & Native
Hedge Execution Transparency ✕ Opaque spreads N/A N/A 1-Click Transparent Pricing
Native ERP Integration (SAP/Oracle) ✕ Complex / Slow ✕ Direct & Frictionless
Who we are
The Partners
Maria Agustina Colloca

Maria Colloca

Partner — Finance & Risk

Former Regional CIO at PUENTE and Head of Institutional Sales at Santander CIB. Actuary by training with a Master's in Finance from San Andrés and an MBA from Northwestern Kellogg. 15+ years structuring complex financial transactions and managing risk functions across Latin America.

LinkedIn
Federico Wajnerman

Federico Wajnerman

Partner — Finance & Markets

MIT Innovator Under 35. Former VP Trader at top-tier global institutions and former CEO of M4Life. 10+ years on trading desks focused on LATAM and emerging markets — FX, fixed income, and commodity markets. Series 7, 63 & SIE certified.

LinkedIn
Get In Touch
Request a Treasury Risk Assessment

Connect with our quantitative risk team to evaluate your multi-currency exposure, eliminate hidden banking markups, and streamline your LATAM treasury operations.

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Direct Email
fw@sauzelabs.com
Locations

Buenos Aires, Argentina
New York, USA

Response Time

Inquiries are typically reviewed within 24 business hours.