PolicyFX
Scenario-based examples for budget rates, margins, month-end FX movement, and longer-term cash-flow variability. Quantified outcome claims come later.
Model how a planned rate assumption can move against a buying period before supplier payments settle.
3% move on CA$ 2.4M exposure
Teams that set prices or budgets before foreign-currency supplier payments are due.
3% move on CA$ 2.4M exposure
Exposure grouped around one pricing assumption.
Open gap is visible before execution decisions.
Modeled rate movement, not a quantified claim.
Give leadership a modeled view of how currency movement can affect landed cost and gross margin.
3% adverse move on CA$ 4.8M exposure
Importers and exporters that price in CAD while costs or receipts move in USD, EUR, or GBP.
Trace how exposure and rate movement can produce month-end noise before finance has to explain it.
Sample deal-level scenario
Finance teams that need cleaner FX variance support, not another month-end scramble.
Classify rolling exposure and see where future cash-flow pressure may build before maturities become urgent.
Forecast, confirmed, hedged, and open exposure
Companies with recurring foreign-currency payables or receivables across many future months.
Each use case maps to a dashboard-style model: budget corridors, margin sensitivity, month-end P&L bridges, and rolling cash-flow variability. The numbers stay modeled until customer benchmarks exist.
Model how a planned rate assumption can move against a buying period before supplier payments settle.
3% move on CA$ 2.4M exposure
Exposure grouped around one pricing assumption.
Open gap is visible before execution decisions.
Modeled rate movement, not a quantified claim.
Give leadership a modeled view of how currency movement can affect landed cost and gross margin.
3% adverse move on CA$ 4.8M exposure
Input costs tied to customer pricing assumptions.
Scenario input for leadership discussion.
Shows what may move before the P&L surprise.
Trace how exposure and rate movement can produce month-end noise before finance has to explain it.
Sample deal-level scenario
Customer exposure by maturity and reference.
Supplier exposure with different settlement dates.
Modeled example for close support, not a promise.
Classify rolling exposure and see where future cash-flow pressure may build before maturities become urgent.
Forecast, confirmed, hedged, and open exposure
Near-term cash requirements visible by month.
Later bucket needs early review, not panic.
Rolling exposure stays in the review rhythm.