FX Risk Sensitivity

Created by Erik Akerlund, Modified on Mon, 20 Feb 2023 at 02:28 PM by Erik Akerlund

To be able to analyze your FX sensitivity you need to enter different risk scenarios.  In  Register > Setup > FX Risk Sensitivity you set up different FX risk scenarios.

Enter probable changes in currency rates with plus or minus signs.

For example
USD/USD 5 (%)
EUR/EUR -3 (%)
GBP/GBP 4 (%)
Different scenarios are entered under unique table names.
The tables are then used in the Foreign Exchange Position and CRM Online to calculate what effect the changes in FX rates will have on your position. 


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