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@@ -38,6 +38,14 @@ The three VaR methods are shown side by side on purpose: **convergence across th
 
 ![Risk analytics — Monte Carlo distribution, correlation matrix, stress scenarios](screenshot-risk.png)
 
+The minimum-variance hedge and the per-currency scenario calculator (here under a stylised *USD surge*), above the 30-day indexed FX-performance chart:
+
+![Hedge and scenario calculator](screenshot-scenario.png)
+
+Rolling and annualised volatility per pair, and the full position book marked to USD with per-name FX P&L and portfolio weights:
+
+![Volatility and positions](screenshot-positions.png)
+
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 ## Tech stack
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