Compare calculators
Both calculators run independently β change the inputs on either side to compare results.
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.
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.
Key differences
| Currency Volatility Impact Calculator | Currency Correlation Hedge Calculator | |
|---|---|---|
| Category | Currency Advanced | Currency Advanced |
| Inputs required | 4 | 5 |
| Result | Potential Currency Loss (VaR) (USD) | Optimal Hedge Amount (USD) |
| What it does | 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. | 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. |