Platform Plan Budget Rate Calculator

Calculate your FX budget rate. NEW

The budget rate is the yardstick your treasury is measured against all year. The budget rate calculator derives it from market data instead of estimating it.

What the tool does

Two methods to choose from — historical average rate or forward rate for the planning horizon.
A safety margin taken from the market — the margin is derived from the current options market via delta strikes, not added as a flat mark-up.
Per currency pair — so budget and hedging policy rest on the same foundation.
Closes the loop with the post-mortem — later, settled cashflows are measured against this budget rate.

Output: Calculated budget rate per currency pair · method · margin.

Frequently asked questions

Questions about this tool

Short answers in plain terms.

How do you calculate an FX budget rate?

There are two common approaches: the historical average rate and the forward rate for the planning period. The GLORIAnalytics budget rate calculator offers both and adds a safety margin derived from the options market.

Why should the budget rate match the hedging policy?

Because cashflows are later measured against the budget rate. If it sits far from what can actually be hedged, a variance is built into the plan from day one. The GLORIAnalytics post-mortem compares settled cashflows with the budget rate.

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