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Both calculators run independently — change the inputs on either side to compare results.

Multi-Currency Exposure Consolidation Calculator

Aggregate FX exposures across EUR, GBP, and JPY positions into a single risk-weighted figure, accounting for inter-currency correlations. Useful for risk managers consolidating a multi-currency portfolio.

EUR Exposure ($)

GBP Exposure ($)

JPY Exposure ($)

Currency Correlation Factor

Risk Weighting (x)

Fill in the required fields to see your result.

Currency Advanced

Currency Arbitrage Opportunity Calculator

Quantifies the potential profit from a triangular currency arbitrage across three currency pairs (USD/EUR, EUR/GBP, USD/GBP) by comparing the synthetic cross-rate against the direct rate, net of three transaction-cost legs. Useful for understanding the no-arbitrage condition between currency triangles and as a teaching tool — in practice, machine-driven liquidity providers close these arbitrages in milliseconds.

USD/EUR Rate

EUR/GBP Rate

USD/GBP Rate

Trading Amount ($)

Transaction Cost per Trade (%)

Fill in the required fields to see your result.

Key differences

	Multi-Currency Exposure Consolidation Calculator	Currency Arbitrage Opportunity Calculator
Category	Currency Advanced	Currency Advanced
Inputs required	5	5
Result	Net Risk Exposure ($)	Arbitrage Profit ($)
What it does	Aggregate FX exposures across EUR, GBP, and JPY positions into a single risk-weighted figure, accounting for inter-currency correlations. Useful for risk managers consolidating a multi-currency portfolio.	Quantifies the potential profit from a triangular currency arbitrage across three currency pairs (USD/EUR, EUR/GBP, USD/GBP) by comparing the synthetic cross-rate against the direct rate, net of three transaction-cost legs. Useful for understanding the no-arbitrage condition between currency triangles and as a teaching tool — in practice, machine-driven liquidity providers close these arbitrages in milliseconds.