Portfolio Currency Exposure Scenario Calculator
Group foreign holdings by currency and apply entered exchange-rate shocks in a chosen reporting currency.
YOUR CALCULATION
Result
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Calculation steps
Work through one step at a time or reveal the complete calculation. The steps use your current inputs.
How to calculate
Translate each local holding to reporting currency, multiply its exchange rate by one plus the entered shock and group translated values by currency.
Reporting value=local value×reporting units per local unit; FX change=reporting value×shock
Worked example
4000 EUR at 1.1 USD per EUR is 4400 USD. A −10% EUR exchange-rate shock reduces it to 3960 USD, a 440 USD decline.
Assumptions and input details
Use gross long-only holdings; cash/debts and hedging derivatives are outside this exposure model. The currency field identifies the reporting currency. Labels group case-insensitively; every row has its own entered rate and shock. No local asset-price change, correlations, executable FX quotes, fees or taxes. Reporting-currency rows should have rate 1 and shock 0. No live market data or national tax rules are inferred. Enter consistent amounts in one currency unless explicitly stated otherwise.
Using this calculator
Can I enter my own problem?
Yes. Replace the example values with your own inputs. The result, calculation steps, tables and applicable diagrams update from those inputs. Blank or invalid values clear the result; example values are never silently substituted for missing inputs.
Are the results exact?
Results use floating-point arithmetic and displayed rounding. Read the formula, assumptions and any stated data precision before interpreting the result.
Is my input uploaded?
The calculation runs in your browser. No account, file upload or external AI service is required. Inputs are not saved between page reloads.
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