uid stringclasses 10
values | dataset_id stringclasses 1
value | exposure_change stringclasses 3
values | hedge_coverage_ratio stringclasses 3
values | hedge_effectiveness stringclasses 3
values | hedge_tenor_match stringclasses 3
values | pnl_volatility_trend stringclasses 2
values | variance_driver stringclasses 7
values | fx_summary stringclasses 10
values | question stringclasses 1
value | ground_truth_label stringclasses 2
values | ground_truth_rationale stringclasses 9
values | outcome_signal stringclasses 5
values | source_citation stringclasses 1
value |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRSFX-001 | treasury-fx-hedge-exposure-coherence-risk-v0.1 | stable | high | high | matched | stable | none | Exposure stable and hedge effective. | Is FX hedge-exposure coherence intact. Answer coherent or incoherent. | coherent | Coverage and tenor match exposure. | stable_pnl | Synthetic |
TRSFX-002 | treasury-fx-hedge-exposure-coherence-risk-v0.1 | upward | low | low | mismatched | upward | volume_shift | Exposure rose but hedges not increased. | Is FX hedge-exposure coherence intact. Answer coherent or incoherent. | incoherent | Coverage ratio too low for new exposure. | pnl_shock_risk | Synthetic |
TRSFX-003 | treasury-fx-hedge-exposure-coherence-risk-v0.1 | stable | adequate | medium | matched | stable | basis_risk | Some basis risk but within plan. | Is FX hedge-exposure coherence intact. Answer coherent or incoherent. | coherent | Effectiveness acceptable. | stable | Synthetic |
TRSFX-004 | treasury-fx-hedge-exposure-coherence-risk-v0.1 | downward | high | low | mismatched | upward | tenor_gap | Exposure shortened but hedges long-dated. | Is FX hedge-exposure coherence intact. Answer coherent or incoherent. | incoherent | Tenor mismatch creates PnL volatility. | hedge_ineffective | Synthetic |
TRSFX-005 | treasury-fx-hedge-exposure-coherence-risk-v0.1 | stable | high | high | matched | stable | none | Healthy. | Is FX hedge-exposure coherence intact. Answer coherent or incoherent. | coherent | Aligned. | stable | Synthetic |
TRSFX-006 | treasury-fx-hedge-exposure-coherence-risk-v0.1 | upward | adequate | medium | partial | upward | market_move | Market move exposed partial gaps. | Is FX hedge-exposure coherence intact. Answer coherent or incoherent. | incoherent | Effectiveness dropped with market shift. | pnl_volatility | Synthetic |
TRSFX-007 | treasury-fx-hedge-exposure-coherence-risk-v0.1 | stable | adequate | high | matched | stable | none | Effective hedging. | Is FX hedge-exposure coherence intact. Answer coherent or incoherent. | coherent | Effectiveness high. | stable | Synthetic |
TRSFX-008 | treasury-fx-hedge-exposure-coherence-risk-v0.1 | upward | low | low | mismatched | upward | new_market | New market exposure not hedged. | Is FX hedge-exposure coherence intact. Answer coherent or incoherent. | incoherent | Unhedged exposure created. | pnl_shock_risk | Synthetic |
TRSFX-009 | treasury-fx-hedge-exposure-coherence-risk-v0.1 | stable | high | high | matched | stable | none | Stable. | Is FX hedge-exposure coherence intact. Answer coherent or incoherent. | coherent | Aligned. | stable | Synthetic |
TRSFX-010 | treasury-fx-hedge-exposure-coherence-risk-v0.1 | downward | adequate | medium | partial | stable | rolloff_timing | Exposure falling, hedges rolling off. | Is FX hedge-exposure coherence intact. Answer coherent or incoherent. | coherent | Planned rolloff maintains coverage. | stable | Synthetic |
What this repo is for
Detect when FX hedges stop matching real exposure.
Focus
exposure drift vs hedge coverage
tenor mismatch
effectiveness collapse
Why it matters Treasury risk shows up as PnL shocks. The root is hedge-exposure coherence decay.
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