Exposure Monitoring

For funds dealing with multiple currencies, FX exposure needs careful monitoring. Linedata Derivation provides dedicated worksheet panes allowing further drill down and roll up capability to view FX exposure at any aggregated level for any fund or portion of a fund. Simple, delta and total FX exposures are calculated. Percentages of a position’s FX exposure may be reallocated into different currencies.

Additionally, rho exposure panes allow users to monitor interest rate exposure in the same manner with full aggregation capability.