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Valuation · Illustrative use case

FX Exposure & Spot Rate Reconciliation

Compare spot and forward rate records by currency pair and date to identify differences that need review.

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Daily FX Rates
Spot Rate Comparison
1 break
Pair
Custodian
Bloomberg
EUR/USD
1.0842
01-13
1.0842
01-13
GBP/USD
1.2215
01-13
1.2215
01-13
USD/JPY
157.32
01-12
157.89
01-13
USD/CHF
0.9124
01-13
0.9124
01-13
AUD/USD
0.6198
01-13
0.6198
01-13
USD/JPY rate stale by 1 day
Custodian file dated 01-12, current rate is 157.89

Illustrative records and figures. Your workflow uses supplied files or configured sources, with mappings, comparison rules, and review steps agreed during setup.

Small FX rate discrepancies can create hidden NAV swings and distort performance attribution. Consistent FX data is critical for valuation, hedging, and exposure reporting.

1

Example source records

Custodian FX file Internal accounting FX tables
Market data rate file Internal FX rate table
Administrator rate file Accounting FX table
2

Differences to investigate

Rate stale by one day
Wrong base/quote direction
Decimal or rounding error

From comparison to review

Check currency pairs, dates, and quoted rates.

Map currency labels, review base and quote conventions, and set the rate and date tolerances for the comparison. Surface stale records and rate differences for the team to assess before using those inputs in valuation or exposure reporting.

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Bring us your workflow.

We’ll work through your source records, comparison rules, and review needs to find where Boagent can help.

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