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FX Risk Management Dashboard |
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Enterprise Foreign Exchange Risk Overview |
Reporting Date: February 12, 2026 | Base Currency: USD |
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Total Gross Exposure |
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Portfolio Hedge Ratio |
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Diversified VaR (10d, 95%) |
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$171,000K |
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70.7% |
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$2,410K |
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Across 8 currency pairs |
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Target: 75.0% |
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Limit: $15,000K | Utilization: 16.1% |
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Unhedged Exposure |
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Diversification Benefit |
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Net FX P&L (Period) |
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$50,050K |
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$3,936K |
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($73K) |
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Limit: $75,000K |
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Ratio: 38.0% |
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After hedging impact |
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Exposure by Currency |
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Currency |
Gross Exposure |
Hedged |
Unhedged |
Hedge Ratio |
VaR (10d) |
Risk Rating |
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EUR |
$223,425,000 |
$164,900,000 |
$58,525,000 |
73.8% |
$1,570,186 |
High |
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GBP |
$173,100,000 |
$140,550,000 |
$32,550,000 |
81.2% |
$970,553 |
Medium |
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JPY |
$163,400,000 |
$122,700,000 |
$40,700,000 |
75.1% |
$1,493,618 |
High |
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CNY |
$139,600,000 |
$102,500,000 |
$37,100,000 |
73.4% |
$583,502 |
High |
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BRL |
$58,440,000 |
$36,200,000 |
$22,240,000 |
61.9% |
$1,275,263 |
High |
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CAD |
$63,450,000 |
$49,500,000 |
$13,950,000 |
78.0% |
$329,104 |
Low |
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MXN |
$8,000,000 |
$6,400,000 |
$1,600,000 |
80.0% |
$67,105 |
Medium |
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CHF |
$7,000,000 |
$4,900,000 |
$2,100,000 |
70.0% |
$56,424 |
Low |
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TOTAL |
$836,415,000 |
$627,650,000 |
$208,765,000 |
75.0% |
$6,345,755 |
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Risk Limit Status |
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Limit |
Limit Value |
Current |
Utilization |
Status |
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Portfolio VaR (10d, 95%) |
$15,000,000 |
$8,750,000 |
58.3% |
COMPLIANT |
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Max Unhedged Exposure |
$75,000,000 |
$50,050,000 |
66.7% |
COMPLIANT |
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Min Hedge Ratio |
50% |
65.2% |
76.7% |
COMPLIANT |
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Single CCY VaR Max |
$5,000,000 |
$4,120,000 |
82.4% |
WARNING |
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Max Counterparty Concentration |
25% |
18.0% |
72.0% |
COMPLIANT |
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Quick Navigation |
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Sheet |
Description |
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Sheet |
Description |
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Exposure
Map |
Currency exposure mapping by entity & type |
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Hedge
Effectiveness |
Effectiveness testing & P&L attribution |
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FX Rates |
Historical rates,
returns & volatility |
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Scenario Analysis |
Stress testing under
8 scenarios |
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VaR Calculation |
Parametric VaR with
correlation matrix |
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Policy & Limits |
Risk limits,
compliance & escalation |
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Hedging Strategy |
Optimal hedge ratios
& instrument selection |
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Reporting |
Management &
regulatory reporting |
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Notes: |
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- All figures in USD.
Green text = cross-sheet references (auto-updating). Blue text = input
assumptions. |
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- VaR computed using
parametric (variance-covariance) methodology at 95% confidence, 10-day
holding period. |
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- Model uses
sample/illustrative data. Replace with actual exposure and market data for
production use. |
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