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The client can be a CFO or CEO. The information can indicators, charts, graphs, statistics, ratios, etc.

I know the VaR is one of them.

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closed as too broad by chollida, Quantopik, olaker Oct 3 '15 at 2:20

Please edit the question to limit it to a specific problem with enough detail to identify an adequate answer. Avoid asking multiple distinct questions at once. See the How to Ask page for help clarifying this question. If this question can be reworded to fit the rules in the help center, please edit the question.

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For business purposes, a CFO/CEO typically won't be interested at low-level modeling. Metrics such as:

  • Maximum portfolio gross/net exposure (hence gross/net leverage)
  • Maximum per trade size per product
  • Maximum intraday exposure per product

are probably among the more important ones for business decisions.

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A CFO typically is not involved in managing risk, though that's not always the case.

If your hypothetical CFO is involved in the day-to-day managing of FX risk, the following could be useful:

  • MtM
  • VaR & Stressed VaR
  • Expected shortfall
  • Correlation between traded currency pairs
  • Sensitivities (Greeks)

If your hypothetical CFO isn't involved in the day-to-day management of risk, VaR and Stressed VaR are great metrics because they sum up information into a single number.

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  • Offer rates for options and currency futures.
  • Upcoming publications for economic indicators for short term FX exposure.
  • Future interest rate decisions for long term exposure.
  • Regression for predicting trends.

An equation I made for potential risk exposure:

  • x = Days of exposure.
  • p = Current price.
  • delta = Historical daily price changes. Subscript is how many days into the past.
  • s = average of delta.

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