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    Multi Currency Portfolio Exposure Auditor

    1

    Quantify currency risk, model FX shocks, and attribute performance effects across multi-currency portfolios.

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    Multi Currency Portfolio Exposure Auditor

    Multi Currency Portfolio Exposure Auditor

    Example session with this skill installed

    Audit the attached CSV of my EUR-denominated portfolio. Calculate exposure for USD and GBP holdings and show a scenario where the Euro strengthens by 5% against both.

    • Read your context and instructions
    • Compiled the multi currency portfolio

    I have audited your portfolio data and normalized the 42 holdings into your EUR base currency using the valuation date of 2023-10-27.

    Multi-Currency Exposure Audit

    CurrencyNative ValueFX Rate (per EUR)EUR Equivalent% of NAVUnhedged Exposure
    EUR450,200.001.0000450,200.0052.6%0.00
    USD315,500.001.0560298,768.9434.9%298,768.94
    GBP92,400.000.8710106,084.9612.4%106,084.96
    Total--855,053.90100%404,853.90

    5% EUR Appreciation Shock Scenario

    Hypothetical scenario: EUR strengthens 5% against USD and GBP.

    • USD Impact: -€14,227.09 (-1.66% NAV)
    • GBP Impact: -€5,051.66 (-0.59% NAV)
    • Total Portfolio Impact: -€19,278.75 (-2.25% NAV)
    • New Portfolio Value: €835,775.15

    Findings:

    • Your portfolio has a 47.3% gross foreign currency exposure.
    • The USD concentration is primary driven by technology sector holdings (AAPL, MSFT).
    • Data Quality: High. All holdings matched ISO codes and 2023-10-27 market rates.

    Next steps

    • Provide transaction history to calculate the FX translation effect on year-to-date returns.
    • Specify if you have existing forward contracts to update the net exposure calculation.
    • Request a hedge comparison to see how a 50% EUR/USD hedge would mitigate the modeled shock.

    Connects securely to your tools. The creator never sees your data.

    About this skill

    Managing a portfolio across multiple currencies often leaves investors blind to how much exchange rate volatility actually drives their performance. This skill audits multi-currency investment data to quantify denomination exposure, model FX shocks, and attribute currency effects on returns.

    What it does

    • Quantify exposures by mapping every holding to its quotation, trading, and underlying economic currency.
    • Model FX shocks using deterministic scenarios to estimate how specific currency movements impact total portfolio NAV.
    • Attribute returns by decomposing performance into local asset returns, FX translation effects, and interaction impacts.
    • Compare hedging by simulating different hedge ratios and instrument types to evaluate residual risk and estimated costs.
    • Audit data quality by identifying stale FX rates, missing look-through data, and mismatched valuation dates.

    How it works

    1. Normalize data by ingesting holdings, cash balances, and transactions while resolving ISO codes and quote conventions.
    2. Calculate base-currency value using dated FX rates to establish a consolidated net asset value (NAV).
    3. Execute risk analysis to generate exposure tables, concentration reports, and sensitivity matrices.
    4. Compare scenarios by applying user-defined or illustrative shocks and alternative hedging strategies.

    Frameworks & tools

    This skill processes structured data from spreadsheets, broker exports, and CSV files. It follows standard financial attribution methodologies and ISO 4217 currency standards for normalization.

    Why this beats prompting it yourself

    Manual prompting often fails to distinguish between denomination and economic exposure or botches FX quote inversions. This skill enforces rigorous calculation rules that prevent double-counting and ensure every shock scenario is directionally accurate.

    Use cases

    • Audit a global equity portfolio to see if gains are driven by stock picking or currency tailwinds.
    • Stress test a fund against a 10% depreciation in specific regional currencies.
    • Evaluate the cost-benefit of moving from a 50% to a 75% currency hedge.
    • Reconcile complex broker statements with multiple currency sleeves into one base-currency view.

    Known limitations

    Does not provide investment advice or FX forecasts. Requires manual input of base currency if not in files. Derivative modeling is limited to linear notionals unless full contract terms are provided.

    No FX forecasting or investment advice. Requires explicit base currency and dated rates for precision. Nonlinear derivative modeling requires detailed contract terms.

    How to use

    1. 1

      Connect your agent to the Agensi MCP

      Copy the prompt and paste it into Claude, ChatGPT, Cursor or any agent that supports MCP. It sets up the connection for you. Manual setup

    2. 2

      Sign in to Agensi

      Your agent shows a sign-in link. Sign in and click Allow.

    3. 3

      Ask for what you need

      Your agent loads this skill and uses it on your task. It always asks before any payment.

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    What's inside

    Frequently Asked Questions

    The skill maps every holding to its quotation and underlying economic currency, allowing you to see if your gains are driven by asset performance or if you are over-exposed to specific currency volatility.

    It supports structured data exports (CSV, XLSX) from major brokers and follows ISO 4217 standards to ensure consistent calculation regardless of your base reporting currency.

    Yes, you can simulate deterministic FX shocks (e.g., a 10% USD rally) and test different hedge ratios to see how they would have protected your NAV or impacted your total returns.

    The auditor accounts for local asset returns, FX translation effects, and interaction impacts, ensuring you don't double-count gains when a local currency and asset price move simultaneously.

    This is a one-time purchase that includes the full logic for exposure mapping and risk modeling; any future updates or refinements to the calculation engine are included at no additional cost.

    While it handles linear notionals for standard derivatives, you will need to provide full contract terms for complex instruments to ensure accurate exposure reporting.

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