Ivan Zhao
EN

FX and interest-rate risk

Map the exposure before discussing FX or rate instruments

The product name is not the starting point. Amount, currency, timing, and natural offsets come first.

One exposure per row

The register should include notional amount, currency, expected date, certainty, underlying contract, and owner. Keep receivables and payables separate; treat them as a natural offset only when amount and timing genuinely match.

Hypothetical exposure register
AmountCurrencyHorizonType
USD 1,200,000USD90 daysReceivable
CNY 4,800,000CNY45 daysSupplier payment
HKD 10,000,000HKD12 monthsFloating-rate borrowing

Translate FX moves into cash impact

For the USD 1.2 million receivable, a 3% move in the functional currency implies a simple cash-value sensitivity of roughly 3% of notional. This linear exercise excludes forward points, transaction costs, tax, and accounting treatment.

Then check timing. A CNY payment in 45 days does not offset a USD receipt in 90 days. If the payment occurs first, interim liquidity is still needed.

For floating debt, record the reset date

If a HKD 10 million floating-rate borrowing rises by 100 basis points for a full year, the simple annualised interest increase is about HKD 100,000. Actual impact depends on drawn balance, reset frequency, fees, and prepayment terms.

Confirm policy authority before choosing an instrument

The company should first define risk tolerance, coverage ratio, approval authority, and review frequency. A register makes exposures visible; whether and how to manage them requires professional advice, product suitability, and applicable regulation.