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Grok Bot+18 agentsMulti Currency Portfolio Exposure Auditor Skill
Audit multi-currency portfolios to quantify FX exposure, attribute returns, and model exchange-rate shock scenarios.
$29.99
Multi Currency Portfolio Exposure Auditor Skill
Example session with this skill installed
Audit this CSV portfolio. Base currency is USD. Apply a 10% shock to EUR and GBP. Assets: 1000 SAP (EUR) at 180.00, 500 BP (GBP) at 4.50. Spot rates: EURUSD 1.08, GBPUSD 1.26.
- Read your context and instructions
- Compiled the multi currency portfolio
I have normalized the portfolio data and mapped exposures for the two holdings provided. The analysis uses USD as the base currency with current spot rates of EURUSD 1.08 and GBPUSD 1.26.
Multi-Currency Exposure Audit
| Currency | Position | Native Value | FX Rate | USD Value | % of NAV | Hedged | Net Exposure |
|---|---|---|---|---|---|---|---|
| EUR | SAP | 180,000.00 | 1.0800 | 194,400.00 | 98.56% | 0.00 | 194,400.00 |
| GBP | BP | 2,250.00 | 1.2600 | 2,835.00 | 1.44% | 0.00 | 2,835.00 |
| Total | 197,235.00 | 100.00% | 0.00 | 197,235.00 |
FX Shock Scenarios (Hypothetical)
| Scenario | Assumption | New USD Value | USD Change | NAV Impact |
|---|---|---|---|---|
| EUR Shock | -10% vs USD | 177,795.00 | -19,440.00 | -9.86% |
| GBP Shock | -10% vs USD | 196,951.50 | -283.50 | -0.14% |
| Combined | Both -10% | 177,511.50 | -19,723.50 | -10.00% |
Concentration and Risk Findings
High Concentration: 98.56% of the portfolio is denominated in EUR, creating extreme sensitivity to EURUSD volatility.
- Unhedged Exposure: 100% of the portfolio is currently unhedged.
- Data Quality: High. Spot rates and quantities were explicitly provided.
Next steps
- Review the impact of a 50% EUR hedge to mitigate the -9.86% NAV sensitivity.
- Verify if SAP's economic exposure (revenue) is predominantly EUR or globally diversified.
- Upload historical cost basis to calculate FX translation effects on year-to-date returns.
Connects securely to your tools. The creator never sees your data.
About this skill
Managing multi-currency portfolios often hides the true impact of exchange rate volatility behind local-market gains. This skill audits your holdings to separate asset performance from currency translation, quantifying exactly where your FX risk lies. It provides a technical breakdown of denomination versus economic exposure, allowing for precise risk modeling without the guesswork of manual spreadsheets.
What it does
- Quantify currency exposure by calculating gross, net, and hedged positions across all portfolio assets.
- Model FX shocks to estimate the impact of hypothetical currency movements on total portfolio NAV.
- Attribute return components by decomposing performance into local asset returns and FX translation effects.
- Compare hedging scenarios to evaluate the trade-offs between different hedge ratios and instrument costs.
- Map economic risk by distinguishing between an asset's trading currency and its underlying economic exposure.
How it works
- Data Normalization: The agent ingests holdings, identifies base currencies, and maps ISO 4217 codes across all records.
- Exposure Mapping: It classifies each position by denomination, underlying economic risk, and existing hedge status.
- Valuation and Conversion: Using dated FX rates, it converts all positions into the consolidated base currency value.
- Stress Testing: The agent applies user-defined or illustrative shocks to specific currency pairs to measure sensitivity.
Frameworks & tools
This skill utilizes standard financial analysis methodologies for portfolio attribution and risk modeling. It works with raw CSV/XLSX data, broker exports, and ISO 4217 currency standards.
Why this beats prompting it yourself
Standard prompts often fail to distinguish between trading currency and economic exposure or handle complex FX quote conventions correctly. This skill enforces rigorous accounting principles, ensures no double-counting of hedged notionals, and systematically flags stale or missing data that would otherwise lead to inaccurate risk assessments.
Use cases
- Auditing a global ETF portfolio to see hidden exposure to non-USD revenues.
- Measuring the impact of a 10% Euro depreciation on a multi-asset brokerage account.
- Evaluating whether a 50% hedge ratio is more cost-effective than remaining unhedged.
- Decomposing last quarter's returns to see if FX gains masked poor asset selection.
Known limitations
Does not provide investment advice or FX price forecasts. Nonlinear derivative modeling requires manual input of delta and contract terms. Requires user-supplied FX rates or base currency for consolidated totals.
Does not forecast FX rates or provide investment advice. Nonlinear derivatives like options require manual delta inputs. Requires explicit base currency for consolidated reporting.
How to use
- 1
Connect your agent to the Agensi MCP
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- 2
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- 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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