FX Shock

Financial Stress

Turkish: Kur Şoku

Short definition

An FX shock is a large, often one-way move in a pair over a short window. It hits the open book, inventory cost, price and FX debt service together.

Detailed explanation

Translation profit is not cash; transactions and debt instalments are. A hedge margin call is the liquidity face of the shock.

REER and inflation split the lasting competitive effect. A one-day move does not measure economic exposure but it does break the 13-week.

Why it matters for the CFO

DSCR can break on FX principal while TRY EBITDA still looks solid. Inventory is sold on the old rate and replaced on the new.

How to read it

Shock size is not universal; the tenor profile of the open book sets it. “FX +20%” does not produce the same cash on every sheet.

Related calculators

Güven Sayılgan’s writing on this topic

Read these first

What to learn next

  1. FX Risk
  2. Open Position
  3. USD/TRY
  4. Rate Shock
  5. Liquidity Crisis

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