Compare calculators
Both calculators run independently β change the inputs on either side to compare results.
Currency Advanced
Currency Correlation Hedge Calculator
Calculate how much of a correlated currency position you need to hold to offset the risk of your primary currency exposure. Use it when structuring a cross-currency hedge where a perfect direct hedge is unavailable or too costly.
Fill in the required fields to see your result.
Currency Advanced
Currency Volatility Impact Calculator
Estimate the potential USD gain or loss on an international investment driven by exchange-rate swings. Ideal for investors or treasurers who need a quick Value-at-Risk figure for a foreign-currency position over a chosen time horizon.
Fill in the required fields to see your result.
Key differences
| Currency Correlation Hedge Calculator | Currency Volatility Impact Calculator | |
|---|---|---|
| Category | Currency Advanced | Currency Advanced |
| Inputs required | 5 | 4 |
| Result | Optimal Hedge Amount (USD) | Potential Currency Loss (VaR) (USD) |
| What it does | Calculate how much of a correlated currency position you need to hold to offset the risk of your primary currency exposure. Use it when structuring a cross-currency hedge where a perfect direct hedge is unavailable or too costly. | Estimate the potential USD gain or loss on an international investment driven by exchange-rate swings. Ideal for investors or treasurers who need a quick Value-at-Risk figure for a foreign-currency position over a chosen time horizon. |