Currency risk, in focus.
Quantify FX sensitivity, explore hedging, and see the assumptions behind every scenario.
Portfolio settlement sensitivity
USD value of net cash flows under uniform foreign-currency moves
These are modeled settlements, not changes in accounting value. A hedge fixes the protected share at its entered forward rate.
FX protection snapshot
10% adverse move, individually by exposure
Exposure by currency
Outstanding gross notional converted at editable spot rates
Risk and hedge summary
Transparent calculations, not market forecasts
Largest open exposures
Review the positions driving portfolio sensitivity
| Counterparty | Flow | Currency | Notional (USD) | Protected |
|---|
Scenario controls
Apply a uniform FX shock or a direction-specific adverse move
Hedges fix the protected share at your forward assumption; the uncovered portion settles at the stressed spot rate.
Stress breakdown
Settlement change against your modeled base case
Scenario impact by currency
Difference in modeled settlement from base case, USD
Illustrative uncertainty
500 seeded scenarios with linked and idiosyncratic FX shocks
Random stress scenarios assume synthetic volatility and correlation. Quantiles are sensitivities, not calibrated probabilities or Value at Risk.
Open currency exposures
Amounts are in original currencies; exposure prices come from the FX assumptions tab
| Counterparty | Flow | CCY | Original amount | Due (days) | Hedge | Spot USD equiv. |
|---|
Editable FX assumptions
Spot and contracted forward quotes expressed in USD per 1 unit of foreign currency
Interpret rates correctly
A deliberately simple, single reporting-currency model
EUR 1.08 means one euro is worth US$1.08 in this example.
For the hedged share, the forward quote is a user-supplied fixed settlement rate, not a price fetched from a trading venue.
No live feeds, carry curves, basis risk, collateral, bid/ask spreads, transaction costs, taxes, or counterparty credit models.
How the engine works
Simple mathematics you can audit and explain
Receivables have a positive USD cash-flow sign and payables a negative one. All displayed positions are converted at the selected spot assumption.
USD settlement = sign × foreign amount × (hedge fraction × fixed forward rate + unhedged fraction × scenario spot).
A uniform foreign exchange shock changes each spot quote by the same percentage. Direction-specific adverse shocks, by contrast, lower receivable rates and raise payable rates individually.
At an illustrative 10% unfavorable move applied to each position, remaining sensitivity = 10% × Σ(amount × spot × unhedged fraction). This ignores offsets and is not a market risk probability.
A deterministic seeded generator creates 500 synthetic outcomes from a common normal shock plus currency-specific normal shocks. Results are sorted to show 5th, 50th, and 95th percentile settlements.
Data & responsible use
Designed for demonstration and educational exploration
No network requests, external libraries, analytics or accounts are required. Your edits are stored in this browser when local storage is available. JSON backups and CSV exports stay on your device until you decide to share them. Importing a backup replaces the current workspace only after your confirmation.
Hedge accounting, actual forward points, portfolio netting agreements, settlement timing, interest rates, option strategies, cash conversion cycles, FX fixing conventions, liquidity needs, concentration limits and actual correlation modeling are outside this simplified model.