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Both calculators run independently β change the inputs on either side to compare results.
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.
Fill in the required fields to see your result.
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.
Key differences
| Currency Volatility Risk Calculator | Currency Volatility Impact Calculator | |
|---|---|---|
| Category | Currency Advanced | Currency Advanced |
| Inputs required | 4 | 4 |
| Result | Value at Risk (VaR) ($) | Potential Currency Loss (VaR) (USD) |
| What it does | 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. | 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. |