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Full FX risk and regulation reference — governance, measurement, stress testing, jurisdictions, and worked examples. Free samples open in full; other titles unlock with a named seat.
18 pages published · 6 free samples
Free samples
FX Risk Governance Frameworks
Value-at-Risk for FX: Parametric, Historical Simulation and Monte Carlo
Expected Shortfall and Tail Risk: ES, EVT and Stressed VaR
FX Stress Testing: Historical, Hypothetical and Factor-Based Scenario Design
Reverse Stress Testing for FX: Break-Even Analysis and Capital Depletion
Control / Governance PlaybookSubscriber
CRO, Board and Committee Accountability for FX Risk
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Professional GuideSubscriber
FX Governance Reporting, Supervisory Communication and Evidence
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Control / Governance PlaybookSubscriber
FX Limits, Exceptions and Breach Escalation
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Control / Governance PlaybookFree sample
FX Risk Appetite Statements: From Board Tolerance to Operating Limits
An FX risk-appetite statement converts the board's qualitative tolerance for risk into measurable constraints that management can operate. It should link enterprise tolerance to stress-loss capacity, operating limits, li…
Professional GuideFree sample
FX Risk Governance Frameworks
An FX risk governance framework connects the board's risk tolerance to the limits, controls and escalation decisions used by trading, treasury and independent risk functions. Its purpose is not simply to constrain positi…
Control / Governance PlaybookSubscriber
FX Risk KRIs and Risk Appetite Recalibration
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Measurement / MethodologySubscriber
Integrated FX Risk Measurement: Market, Liquidity, Credit and Operational Risk
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Worked ExampleSubscriber
Worked Example: Recalibrating FX Risk Appetite After an Emerging-Market Stress Signal
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Measurement / MethodologyFree sample
Value-at-Risk for FX: Parametric, Historical Simulation and Monte Carlo
Value-at-Risk (VaR) estimates a loss threshold for a portfolio over a stated horizon and confidence level. The number is only meaningful when its methodology, horizon, confidence level, data window and model assumptions …
Measurement / MethodologyFree sample
Expected Shortfall and Tail Risk: ES, EVT and Stressed VaR
VaR identifies a loss threshold. Expected Shortfall (ES) asks what losses look like after that threshold has been crossed. That distinction matters in FX because devaluations, interventions, funding stress and abrupt cor…
Measurement / MethodologySubscriber
Incremental VaR and Risk Contribution for FX Portfolios
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Control / Governance PlaybookSubscriber
VaR/ES Model Validation: Backtesting, Drift and Governance
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Worked ExampleSubscriber
Worked Example: Managing an Emerging-Market FX VaR Breach
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Measurement / MethodologyFree sample
FX Stress Testing: Historical, Hypothetical and Factor-Based Scenario Design
FX stress testing asks how a portfolio behaves under market conditions that are severe enough to challenge ordinary risk models, operating limits and management assumptions. A useful stress programme does not rely on a s…
Measurement / MethodologyFree sample
Reverse Stress Testing for FX: Break-Even Analysis and Capital Depletion
Ordinary stress testing starts with a shock and estimates the resulting loss. Reverse stress testing starts with an unacceptable outcome and works backward to identify the market conditions that would cause it. For an FX…
Measurement / MethodologySubscriber
Integrated FX Stress Scenarios: Credit, Liquidity and Cross-Asset Contagion
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Control / Governance PlaybookSubscriber
FX Stress Testing Governance: KRIs, Escalation and Evidence
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Worked ExampleSubscriber
Worked Example: From FX Shock Design to Management Action
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