fx-hedging-strategy-modeler

# FX Hedging Strategy Modeler ## Overview The FX Hedging Strategy Modeler skill provides comprehensive foreign exchange risk management capabilities. It supports exposure identification, hedge instrument selection, and hedge accounting compliance under ASC 815. ## Capabilities ### Exposure Identification and Quantification - Transaction exposure identification - Translation exposure measurement - Economic exposure analysis - Forecasted transaction assessment - Intercompany exposure netting - Net investment hedging ### Hedge Instrument Selection - Forward contract pricing - FX option valuation - Cross-currency swap modeling - Natural hedge identification - Synthetic hedge structures - Cost-benefit analysis ### Hedge Ratio Optimization - Optimal hedge ratio calculation - Rolling hedge programs - Layered hedging strategies - Hedge horizon determination - Tenor selection - Portfolio hedge consideration ### Hedge Effectiveness Testing (ASC 815) - Prospective effectiveness testing - Retrospective effectiveness measurement - Dollar offset method - Regression analysis - Matched terms assessment - Critical terms match ### Mark-to-Market Valuation - Forward point calculation - Option pricing models - Swap valuation - Counterparty credit adjustment - Collateral impact - Fair value hierarchy ### VaR Calculation for FX - Historical simulation - Parametric VaR - Monte Carlo simulation - Expected shortfall - Stress testing scenarios - Back-testing validation ## Usage ### Hedging ...