Free Engineering Workbench calculator
FX exposure and hedge ratio
Measure how much foreign currency exposure is hedged and what an exchange-rate shock would cost.
Finance & unit economicsHow it's worked out
- Hedge ratio = hedged ÷ exposure. Impact = unhedged × spot × shock
- Hedges are effective and match the exposure’s timing
NoteHedge accounting and policy limits vary; this shows the economic exposure only.
Source: IFRS 9 hedge accounting (ratio concept); treasury risk management practice
Need help acting on this number?
VVnT SeQuor's our services practice helps teams turn this metric into a plan.