Currency Impact Calculator — Advanced Excel Model for Multi-Currency & Hedging Strategy

Description
Key Features:

• 🌍 Comprehensive currency matrix covering USD, CHF, EUR, GBP, JPY, AUD, and CAD for cross-currency analysis
• 📊 Customizable hedging cost modeling to reflect real-world FX hedge expenses
• 🔄 Side-by-side comparison of unhedged vs. hedged returns in any reference currency
• 📈 OTC FX call option pricing with inputs for volatility, expiry, and premium to simulate protection strategies
• 💹 Detailed breakdown of exchange rate returns and their impact on portfolio outcomes

This Excel-based tool empowers investors to quantify and manage currency risk across globally diversified portfolios. It offers dynamic analysis of both hedged and unhedged investment returns, helping users understand how exchange rate movements affect final portfolio value. The model integrates OTC FX option pricing, allowing users to simulate hedging strategies using volatility, expiry, and premium inputs.

With a built-in currency matrix covering USD, CHF, EUR, GBP, JPY, AUD, and CAD, the tool supports flexible cross-currency analysis. Users can input current and future exchange rates, hedging costs, and investment values to evaluate the impact of currency appreciation or depreciation. It calculates price returns, exchange rate returns, and final investment outcomes under both hedged and unhedged scenarios.

Key features include customizable hedging cost modeling, side-by-side return comparisons, and detailed breakdowns of exchange rate effects. The tool is ideal for portfolio managers, analysts, and sophisticated investors seeking a transparent, Excel-native framework to assess currency exposure and optimize hedging strategies.

Whether used for scenario planning, risk management, or performance attribution, this calculator provides a robust foundation for making informed decisions in volatile FX environments.