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FX Risk Tools

Deterministic calculators for FX desks and risk teams. Numbers come from published formulas — not from a model that improvises. Each tool shows the working and lets you export evidence.

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FX Quote Checker

Compare a dealer quote with a reference rate. Difference in pips, percent, and money.

LiveRisk & Scenarios

VaR / Expected Shortfall

Historical and parametric VaR/ES from your P&L series with disclosures.

LiveGovernance & Evidence

Policy Limit Checker

Compare actuals to max / min / abs-max policy limits.

LiveGovernance & Evidence

Evidence Pack Builder

Assemble labelled evidence for print / PDF export.

FX Pricing

FX Quote Checker

Compare a dealer quote with a reference rate. Difference in pips, percent, and money.

Cross Rate Calculator

Form a cross rate from two supplied FX rates with an explicit path.

Pip Value Calculator

Pip value for a notional in base or quote currency.

Options

Vanilla FX Option Pricer

Garman–Kohlhagen premium and Greeks.

Option Payoff Visualiser

Terminal payoff charts for vanilla legs.

Implied Volatility Solver

Invert Garman–Kohlhagen for implied σ given a premium.

Collar / Strategy Builder

Long put / short call (or reverse) with net premium and payoff.

Forwards & Swaps

LiveForwards & Swaps

FX Forward Calculator

Theoretical forward from covered interest parity; optional dealer compare.

LiveForwards & Swaps

Forward Points Calculator

Convert between outright forward and forward points.

LiveForwards & Swaps

Forward Quote Checker

Compare a dealer forward with a CIP theoretical or reference forward.

LiveForwards & Swaps

FX Swap Analyser

Near/far rates, swap points, and implied differential.

LiveForwards & Swaps

NDF Calculator

Non-deliverable forward cash settlement analysis.

Hedging

Hedge Ratio Calculator

Coverage ratio and residual — mathematical only, not advice.

Layered Hedging Planner

Allocate forecast across hedge layers and residual — mathematical only.

Budget Rate Calculator

Weighted average of layer rates for planning.

Hedge Structure Comparator

Compare structures on upfront cost and residual.

Risk & Scenarios

LiveRisk & Scenarios

FX Scenario Engine

Deterministic spot shocks and P&L table for a notional exposure.

LiveRisk & Scenarios

Historical Scenario Engine

Revalue under user-supplied (licensed) historical returns — no bundled market data.

LiveRisk & Scenarios

VaR / Expected Shortfall

Historical and parametric VaR/ES from your P&L series with disclosures.

Exposure

FX Exposure Mapper

Map receivables and payables by currency to net exposure.

Exposure Netting & Timing Gap

Net by currency with month buckets and timing gaps.

Cash & Liquidity

LiveCash & Liquidity

Multi-Currency Cash Ladder

Cumulative balances by date and currency.

Performance & Benchmarking

LivePerformance & Benchmarking

Forecast Accuracy Tracker

Mean error, MAE, MAPE, and bias for forecast vs actual.

LivePerformance & Benchmarking

Transaction Cost Analysis

Execution vs reference with fees.

Governance & Evidence

LiveGovernance & Evidence

Policy Limit Checker

Compare actuals to max / min / abs-max policy limits.

LiveGovernance & Evidence

Documentation Builder

Assemble a structured FX risk policy / methods pack.

LiveGovernance & Evidence

Evidence Pack Builder

Assemble labelled evidence for print / PDF export.

See methodologies for published formulas.