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Currency Exposure Netting Calculator

Compute net foreign currency exposure across receivables, payables, and investments, then estimate the cost of hedging it fully or partially. Useful for corporate treasurers optimising their hedging budget.

Foreign Receivables ($)

Foreign Payables ($)

Foreign Investments ($)

Hedging Cost Rate (%)

Hedging Strategy

Fill in the required fields to see your result.

Currency Advanced

Currency Volatility Risk Calculator

Computes the Value at Risk (VaR) for a foreign currency position given its annual volatility, confidence level, and holding period. Use it to quantify worst-case FX losses for risk management or regulatory reporting.

Position Size ($)

Annual Volatility (%)

Confidence Level

Time Horizon

Fill in the required fields to see your result.

Key differences

	Currency Exposure Netting Calculator	Currency Volatility Risk Calculator
Category	Currency Advanced	Currency Advanced
Inputs required	5	4
Result	Optimal Hedging Cost ($)	Value at Risk (VaR) ($)
What it does	Compute net foreign currency exposure across receivables, payables, and investments, then estimate the cost of hedging it fully or partially. Useful for corporate treasurers optimising their hedging budget.	Computes the Value at Risk (VaR) for a foreign currency position given its annual volatility, confidence level, and holding period. Use it to quantify worst-case FX losses for risk management or regulatory reporting.