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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

Multi-Currency Portfolio Risk Calculator

Estimate the total volatility-adjusted risk of a multi-currency portfolio holding USD, EUR, and GBP positions. Use it to understand how correlations between currencies reduce or amplify overall portfolio risk.

USD Position ($)

EUR Position ($)

GBP Position ($)

USD Volatility (%)

EUR Volatility (%)

GBP Volatility (%)

Average Correlation

Fill in the required fields to see your result.

Key differences

	Multi-Currency Exposure Consolidation Calculator	Multi-Currency Portfolio Risk Calculator
Category	Currency Advanced	Currency Advanced
Inputs required	5	7
Result	Net Risk Exposure ($)	Portfolio Currency Risk ($)
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.	Estimate the total volatility-adjusted risk of a multi-currency portfolio holding USD, EUR, and GBP positions. Use it to understand how correlations between currencies reduce or amplify overall portfolio risk.