Currency Exposure

Risk Management

Turkish: Döviz Maruziyeti

Short definition

Currency exposure is the map of which cash flow or balance-sheet item is tied to which rate at which tenor. Risk is size × shock × residual after hedge.

Detailed explanation

Split transaction (invoice currency), natural (cost and price pass-through) and translation items. The same USD revenue with USD costs is small net exposure; TL costs plus USD revenue is a net long USD book.

Embedded exposure: commodity prices passing through in dollars, FX-denominated rent and licences. If the position table leaves these off-balance-sheet, treasury is blind.

Why it matters for the CFO

A hedge programme built on the wrong exposure takes the opposite position — hedging dollar revenue while leaving dollar debt open.

How to read it

Net, tenor-split exposure is the decision input, not gross. “60% of sales in USD” does not describe the net gap.

Related calculators

Güven Sayılgan’s writing on this topic

Read these first

What to learn next

  1. FX Risk
  2. Open Position
  3. Transaction Risk
  4. Translation Risk
  5. Economic Exposure

Definitions are educational. They are not investment, credit or tax advice.