Multilateral FX netting across up to 8 currencies: nets each currency’s payable/receivable exposures in FCY, converts to USD at a spot-plus-forward-points effective rate, and returns gross/net volume, netting efficiency, estimated settlement savings, and per-currency residual position with an approximate 95%-confidence VaR. Provable version of tools/105-fx-netting-simulator.html.
Multilateral NettingNetting EfficiencyVaR (95%)
🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
⚠ Spot rates, forward points, and 30-day volatility are your own inputs — this tool never vendors a live FX-rate feed or a volatility surface. Reference rates only, not live quotes.