FX Exposure

FX Exposure measures the SACCO's net open position in each foreign currency, comparing currency-denominated assets and liabilities to quantify exchange-rate risk. It expresses exposure in base-currency terms and against any single-currency and aggregate open-position limits. Pivot and graph views help the treasurer monitor exposure by currency and keep within prudential FX ceilings.

Workflow

Open Treasury & ALM then ALM then FX Exposure.
Generate the exposure report for the reporting date.
Review the net open position per currency in base-currency terms.
Compare each position and the aggregate against the open-position limits.
Investigate any currency approaching or exceeding its ceiling.

Fields reference

Every field on this screen, drawn from the live data model.

Field	Type	Required	Description
Daily Volatility (sigma) `sigma_daily`	Decimal	—	90-day rolling std-dev of log-returns
Var 95 `var_95`	Money	—	Value-at-Risk 95% (1-day, parametric)
Capital Pct `capital_pct`	Decimal	—	Net position as % of regulatory capital
Snapshot Date `snapshot_date`	Date	Yes	Snapshot Date
Currency `currency_id`	Link → res.currency	Yes	Currency
Has Message `has_message`	Yes/No	—	Has Message
Name `name`	Text	—	Name
Spot Rate to Base `fx_rate`	Decimal	—	Spot Rate to Base
Assets (FC) `asset_amount_fc`	Money	—	Assets (FC)
Liabilities (FC) `liability_amount_fc`	Money	—	Liabilities (FC)
Net Position Fc `net_position_fc`	Money	—	Net Position Fc
Net Position Base `net_position_base`	Money	—	Net Position Base
Hedge Amount Base `hedge_amount_base`	Money	—	Hedge Amount Base
Hedge Ratio `hedge_ratio`	Decimal	—	Hedge Ratio
Company `company_id`	Link → res.company	—	Company
Currency `base_currency_id`	Link → res.currency	—	Currency

Notes & rules

Net open position equals foreign-currency assets minus liabilities per currency.
Exposure is translated to base currency for limit comparison.
Both single-currency and aggregate open-position limits apply.
Breaches feed the dashboard and can raise an FX alarm.

Technical model: treasury.fx.exposure · Record: FX Exposure / Open Position