Currency Risk Calculator
Assess your foreign exchange risk, calculate Value at Risk (VaR), and plan hedging strategies with our comprehensive currency risk calculator. Perfect for CFOs, treasurers, and international investors.
Step 1: Transaction Details
30 days
Typical volatilities
Major pairs (EUR/USD) 8-12%; emerging markets 15-25%. Higher volatility increases risk.
Step 2: Risk Parameters
95%
Risk interpretation
VaR (Value at Risk) estimates potential loss over the horizon at given confidence. Higher confidence = larger VaR.
Currency Risk Assessment
Summary
Risk Distribution
Currency Comparison
Value at Risk (VaR)
$ 5,940
95% confidence, 30 days
Exposure (foreign currency)
90,909 €
Potential loss (VaR)
$5,940
Potential gain (upside)
$4,545
Risk / base %
5.94%
Exchange rate range (projected)
Lower bound (worst)
1.048
Upper bound (best)
1.152
Expected rate
1.100
Volatility impact
±4.7%
Currency Pair Risk Comparison
| Currency Pair | Spot rate | Volatility (ann.) | VaR (95%, 30d) |
|---|
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