SERVICE · FX Advisory

Is your currency mix
working as hard as it should?

Compare two years of allocation results using your balances and payment schedule.

Request a diagnosticSee a sample report
Measured on 2 years of history · computed only inside settlement floors and per-currency caps · decisions and execution stay with you
FX position diagnostic · example (sample data)2-year window · business days
01 · INPUTCurrency balances02 · COMPUTECoordinates and policy03 · REPORTHistorical results
Backtest · keep current mix vs. allocation policy
Same total · same 2-year window · policy curve is net of execution costs (1.5bp per leg)
Return difference from adjusting currency weights · 2-year cumulative
+₩3.86B
Annualized +₩1.93B · P&L volatility down 16%
0 +₩2.5B +₩5B 24 mo ago 12 mo ago Today +₩3.86B
Keep current mixRun the policy (net of costs)
Weights · current vs. policy
Policy is computed only inside settlement floors and per-currency caps (45%)
Current average weightsNet FX assets ₩52,300,000,000
USD 62%JPY 18%EUR 12%KRW 8%
Policy weights
USD 45%JPY 22%EUR 18%KRW 15%
Risk · return map
At the same level of risk, we compute whether a better point existed.
0% 2% 4% 6% Annualized volatility Efficient frontier USD JPY EUR KRW Current Policy
Monthly improvement · last 12 months, ₩100M units
12-month total +₩2,120,000,000
+2.1+1.7+1.2+2.4+1.5+1.8+1.1+0.9+0.4+1.2+5.7+1.2 25-0925-1025-1125-1226-0126-0226-0326-0426-0526-0626-0726-08
Every client, position, and P&L on this screen is sample data. This is a backtest on measured history. Past results do not guarantee future performance.
HOW IT WORKS

How the diagnostic works

01 · INPUT

One sheet of currency balances gets you started

Balance totals by currency as of your last closing date are enough. We already hold the rate and carry history. A few month-end snapshots and upcoming payment amounts make the diagnostic sharper.
02 · COMPUTE

The math computes your coordinates and an allocation policy

On 2 years of measured history, we plot the risk and return coordinates of your current position, then compute an allocation policy inside your settlement floors and per-currency caps.
03 · REPORT

Compare historical results across allocations

You get a backtest of what the policy would have returned, net of execution costs, as a report. Decisions and execution stay with you.
WITH MOVE

With MOVE, this report arrives every month

Your accounts and payment schedules are already connected, so there is nothing to send. Weights are reviewed every Wednesday, and this report builds itself monthly.

See MOVE
How much are we leaving on the table?

Send one sheet of currency balances as of your last closing date, and we will walk you through the measured diagnostic in a 30-minute call. Decide what to do with it afterward.

Request a diagnostic