FX Risk Tool

A rigorous and transparent framework to measure the risk of sharp currency depreciation in 166 countries covering a variety of exchange rate regimes.

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FX Risk Tool

Overview

Our FX Risk Tool measures the risk of a sharp currency depreciation that could be triggered by factors such as speculative attacks, broader sell-offs and more.

About the FX Risk Tool

Quarterly FX risk scores

Updated monthly, based on historical data from 2000 and our forecasts

Monthly Chartbook

Highlights currency risk developments across the EM space, allowing you to uncover valuable insights.

Rigorously back-tested results

Predicts the likelihood of a currency crisis and assess value at risk.

Expert support

Talk to our team of 250 economists who monitor, analyse and measure risks.

Ideal for you

Few tools exist to help investors, asset managers, corporates and banks to monitor and manage their diverse foreign exchange risks systematically. This tool fills the gap.

Asset Managers
  • Provides a transparent and unbiased assessment of FX risk, offering a forward-looking and leading indicator that highlights risks of sharp currency movements.
  • Helps to improve investment decisions, by identifying potential sharp movements in FX which can be used to inform hedging strategies.
Corporates and banks
  • Helps to measure the risk of de-pegging episodes and value-at-risk.
  • Monitors the vulnerability of currencies to a sharp depreciation which could have implications for customer demand, the price of inputs and the creditworthiness of suppliers.
Foreign exchange
Brochure

FX Risk Tool

Following the release of our Sovereign Risk Tool, we have introduced a complementary tool measuring currency risk in 166 countries. Our FX Risk Tool allows clients to measure the risk of a sharp depreciation for both floating and pegged currencies, making it a unique product in its space.

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Request a Free Trial

Complete the form below and we will contact you to set up your free trial. Please note that trials are only available for qualified users.

We are committed to protecting your right to privacy and ensuring the privacy and security of your personal information. We will not share your personal information with other individuals or organisations without your permission.

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Download the brochure for the FX Risk Tool

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Foreign exchange

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Sovereign Risk Tool

Measures and forecasts the vulnerability of 166 countries to a sovereign crisis or a sovereign distress.

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