Calculation Tools

Turkey FX risk stress test

Measure the impact of a weaker lira on FX position, EBITDA, CFADS and DSCR across base, light, medium, heavy and custom scenarios.

Turkey FX risk stress test

Where does a weaker lira hit your company? Test balance sheet, costs, interest and debt service together.

Inputs

FX rates & balance sheet
USD
EUR
GBP

Forward and option notionals are aggregated; without contract details this is an economic hedge approximation, not fair-value hedge accounting.

Operating exposure
Performance & debt service
Stress scenarios (TRY depreciation)
Custom scenarios (up to 5)

Results & CFO signal

Net FX position impact
Stress EBITDA
EBITDA margin
Stress CFADS
Stress DSCR
Interest coverage
Hedge coverage
CFO risk signal

EBITDA waterfall

Scenario comparison

ScenarioFX shockNet FXEBITDA CFADSDSCRInterestRisk

Currency breakdown

CurrencyBase rateStress rate Net positionHedged notionalNet TRY impact
Methodology

Balance sheet FX ≈ (FX assets − FX liabilities) × rate change + hedge protection. Operating ≈ export gain − import cost + pricing offset − operating hedge. Stress EBITDA ≈ base EBITDA + operating impact. Stress interest ≈ TL interest + FX interest × (1 + effective shock). Stress CFADS ≈ base CFADS + after-tax operating + cautious translation of balance sheet cash − after-tax extra interest. DSCR = stress CFADS / debt service. Hedge uses simplified economic protection (forward + option notional); contract-level MTM may differ.

This tool is for education, financial analysis and scenario work only. Results are not investment advice, independent valuation, audit or risk advisory. Users should support decisions with their own data and professional review.