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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.

Currency Advanced

Currency Variance Swap Payout Calculator

Calculate the periodic payout of a currency variance swap by comparing realized variance to the strike variance over a given tenor. Used by options traders and risk managers settling volatility positions.

Variance Notional ($)

Strike Variance

Realized Variance

Swap Tenor

Payment Frequency

Fill in the required fields to see your result.

Key differences

	Multi-Currency Portfolio Risk Calculator	Currency Variance Swap Payout Calculator
Category	Currency Advanced	Currency Advanced
Inputs required	7	5
Result	Portfolio Currency Risk ($)	Variance Swap Payout ($)
What it does	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.	Calculate the periodic payout of a currency variance swap by comparing realized variance to the strike variance over a given tenor. Used by options traders and risk managers settling volatility positions.