Exposure by currency
Gross absolute USD-equivalent exposure, measured at illustrative spot rates.
Financial analytics / currency exposure
Exposure intelligence
Understand how exchange-rate movements affect cash flows and whether forward coverage changes downside risk.
PortfolioSYNTHETIC DATA
USD functional
Risk outlook
Same simulated currency shocks for all three hedge strategies.
Forward hedges protect a fraction of a contractual currency exposure. They may reduce downside risk while creating opportunity costs or losses in favorable markets.
Profit and loss distribution
Illustrative one-horizon FX P&L on the existing exposure book. Each bar is a Monte Carlo bin.
How to read these results
Signs and conventions determine the exposure.
↗ Positive amount: foreign currency receivable. Appreciating currency improves USD value.
↘ Negative amount: foreign currency payable. Appreciating currency increases USD cost.
◎ Forward rate: a hypothetical fixed USD price per foreign-currency unit.
◷ Horizon: contract settlement in days, simulated from today.
↘ Negative amount: foreign currency payable. Appreciating currency increases USD cost.
◎ Forward rate: a hypothetical fixed USD price per foreign-currency unit.
◷ Horizon: contract settlement in days, simulated from today.
Exposure register
Edit currencies, contract amounts, illustrative rates and settlement maturities. Signed amounts are in thousands of foreign currency units.
| Contract / position | Currency | Amount (k FCU) | Spot USD/FCU | Forward USD/FCU | Volatility % | Days |
|---|
Use positive numbers for receipts and negative numbers for payments. Spot, forwards, volatilities and contract values are illustrative and editable. Maximum 14 positions. Changing any position recalculates all other modules after pressing “Recalculate portfolio”.
Hedge policy controls
Apply one coverage percentage uniformly to every exposure. Forward payoffs are hypothetical and marked to the same currency paths.
Compare hedge policies
The same 1,000 seeded currency scenarios are applied in all columns.
Forward payoff illustration
A 15% uniform increase/decrease in spot rates. The illustrative forward strike stays fixed.
Currency shock scenario
Shock selected FX rates up or down. Results show changes in USD contract value against the original spot baseline, including the forward leg and modeled execution fee.
+15% · illustrative
Position-level shock impact
Signed P&L change by contract in USD, including modeled hedge fees.
Scenario accounting
A deterministic shock is not an FX prediction.
Reproducible risk simulation
Lognormal exchange-rate shocks with zero expected spot drift, shared currency factor and a fixed random seed. No market feeds or actual volatility estimates.
20.3%From a common factor loading of 0.45
Simulated P&L histogram
P&L in USD with current hedge policy, one realization per scenario.
Risk distribution details
Quantiles and downside-risk statistics for the active policy.
Import exposure data
Load a CSV with explicit spot and forward rates. Validation is all-or-nothing; bad files will never overwrite your active data.
Headers:
id,label,currency,amount_k,spot_usd,forward_usd,vol_pct,days. Amounts are signed thousands of foreign currency units. Use a dot for decimals.No data leaves your browser. Imported data remain in memory until refreshed or exported.
Export audit files
All reports contain calculated results and disclose synthetic assumptions. Export before reloading the page.
Model transparency
The simulator is deterministic for identical inputs and is intended for education and internal scenario analysis.
1. The foreign-currency amount has its sign preserved and is multiplied by the rate in USD per unit.
2. Unhedged P&L = amount × (future spot − reference spot).
3. Covered P&L = amount × ((1 − h) × future spot + h × forward − reference spot) − hedge execution fee.
4. FX paths use a lognormal distribution and a shared latent factor, not calibrated market correlations.
5. 5th-percentile P&L and expected shortfall are scenario statistics, not promises of future coverage.
2. Unhedged P&L = amount × (future spot − reference spot).
3. Covered P&L = amount × ((1 − h) × future spot + h × forward − reference spot) − hedge execution fee.
4. FX paths use a lognormal distribution and a shared latent factor, not calibrated market correlations.
5. 5th-percentile P&L and expected shortfall are scenario statistics, not promises of future coverage.
Limitations & data privacy
Synthetic rates and volatilities are not live quotes. The model omits counterparty credit risk, liquidity, funding, collateral, basis risk, legal terms, taxes and dynamic hedging. It does not provide financial advice or an executable hedge quote.
All computation happens in your browser. The public source code is visible on Hugging Face, so do not add confidential information to the repository. Locally imported CSV files are not transmitted by this standalone application.