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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
Multi-Currency Portfolio Calculator
Measure the net currency-driven gain or loss on a portfolio split across USD, EUR, and JPY. Use it when rebalancing an international portfolio or stress-testing how exchange-rate moves affect your total return in USD terms.
Fill in the required fields to see your result.
Key differences
| Currency Volatility Risk Calculator | Multi-Currency Portfolio Calculator | |
|---|---|---|
| Category | Currency Advanced | Currency Advanced |
| Inputs required | 4 | 6 |
| Result | Value at Risk (VaR) ($) | Currency Impact on Portfolio (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. | Measure the net currency-driven gain or loss on a portfolio split across USD, EUR, and JPY. Use it when rebalancing an international portfolio or stress-testing how exchange-rate moves affect your total return in USD terms. |