Corporate hedging frameworks are being tested by persistent USD volatility, shifting rate cycles and increasing geopolitical uncertainty. Many treasuries are reconsidering how they set hedge ratios, choose hedge horizons and define the decision rules that govern when to adjust positions. This panel explores how corporates balance stability with flexibility, how they incorporate forecast confidence into hedge choices, and how they avoid over- or under-hedging when markets move quickly. Speakers will discuss how geopolitical developments feed into currency exposures, how treasury teams interpret market signals, and what a clear hedging framework looks like in practice. A practical discussion on keeping hedging policies resilient while ensuring they remain aligned with business needs and cash-flow realities.