Tool 105 · Cat-6 · Treasury, Strategy & Revenue
Cross-Border FX Netting Simulator
Simulate multilateral FX netting across up to 8 currencies. Enter payable and receivable exposures, apply spot and forward rates, and calculate your netting efficiency ratio, settlement savings, and residual FX risk positions.
Reference Rates Only
Exchange rates are illustrative reference values embedded at spec date. They are not live rates. Update spot rate fields manually before relying on any output for commercial decision-making.
Exchange rates are illustrative reference values embedded at spec date. They are not live rates. Update spot rate fields manually before relying on any output for commercial decision-making.
Gross Volume (USD)
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Net Volume (USD)
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Netting Efficiency
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Est. Settlement Savings
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Module 1 · Currency Exposure Input (up to 8 pairs)
CurrencyPayables (FCY)Receivables (FCY)Spot RateFwd Prem (bps)
Spot rates: USD per 1 unit of foreign currency. Reference date: May 2025. Update as needed.
Module 2 · Multilateral Netting Matrix (all values in USD)
Add currency exposures above to generate the netting matrix.
Module 3 · Residual FX Risk & Hedge Recommendations
| Currency | Net Position (FCY) | Net (USD) | 30-Day VaR (USD) | Recommended Hedge Instrument |
|---|---|---|---|---|
| Enter exposures above. | ||||