01Capability
Multi-Source Exposure Aggregation
Pulls open receivables, payables, debt instruments, intercompany loans, and forecasted flows from every ERP and TMS. One consolidated exposure view across the group, refreshed daily.
New
FX Exposure Agent
Aggregates. Nets. Models. Recommends
Rolling FX exposure across receivables, payables, debt, intercompany loans, and forecasted flows. Computes net exposure by currency pair, models hedge scenarios, recommends instruments and sizing. Treasury sees the full picture before the close — not after the variance shows up at month-end.
By the numbers
FX Exposure Agent by the numbers.
Daily
Exposure refresh
All
Currency pairs
IFRS 9-ready
Documentation
< 5 min
To activate
The use case
See the net exposure. Hedge before close — not after the variance.
Group treasury running FX exposure in Excel. Closed positions sitting next to open ones, forecasted flows on a separate tab, intercompany loans missing entirely. The CFO discovers a €4M FX loss at quarter close and asks why nobody saw it coming. IFRS 9 hedge documentation takes three days every quarter because designation paperwork lives in five places.
FX Exposure Agent aggregates exposure from every ERP and TMS, nets by currency pair across the group, models hedge scenarios with full sensitivity, recommends instruments and sizing per your hedge policy, and produces IFRS 9-ready effectiveness tests. Treasury moves from monthly fire-drill to daily disciplined hedging. The CFO knows the FX position before the close — and the audit committee approves the hedge accounting package without follow-ups.
For who
Treasury Director
“FX exposure lives in Excel. Closed positions next to open ones.”
CFO
“FX losses surprise me at close. Why was nobody watching?”
Group Controller
“IFRS 9 hedge documentation takes 3 days every quarter.”
Risk Manager
“Net exposure unknown until close. By then, hedge is too late.”
Capabilities
What FX Exposure Agent actually does.
02Capability
Currency-Pair Netting
Nets long and short positions per currency pair across subsidiaries before hedging. Eliminates double-hedging across entities — typical saving — 15-25% on hedge volume.
03Capability
Hedge Scenario Modeling
Models forward, swap, and option strategies side-by-side. Sensitivity analysis against rate shocks. Cost of carry vs cost of unhedged exposure laid out per scenario.
04Capability
Instrument-Sizing Recommendation
Recommends notional sizing, tenor, and instrument mix per currency pair. Respects your hedge policy — maximum coverage ratios, allowed instruments, counterparty limits.
Continue exploring
More on Templates.
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Approval Agent→
Learns your approval patterns and routes invoices to the right approver automatically, escalating exceptions in real time.
Audit Prep Agent→
Assembles the audit document request list (PBC), pulls evidence from every system, drafts walkthroughs, reconciles GL accounts to source, hands off to auditors with full traceability.
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See FX Exposure Agent on your stack.
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