Orbit FX · the platform

FX exposure, known before it hits the income statement.

A live, auditable view of multi-entity FX risk — net exposure, coverage and attribution in one reconciled view, not a month-end spreadsheet that is stale the moment it is saved.

proof in days · no IT integration · additive to the stack
🔒orbitco.ai/exposure/analysis
FX Exposure Analysis
ERP actuals combined with FP&A forward plan
Jun 2024 → May 2027
12 entities 7 ERP / TMS sources → one reconciled view
Gross
$248M Sum of |net| / CCY
Net
$45.8M Net long foreign
Hedged
44.3% $20.3M hedged
Resid. CfaR
$1.9M 95% conf · unhedged
Policy
2 flags 2 under band
TriageThree things worth knowing first
▲ Largest residual EUR $1.1M · 95% conf After simulated hedge coverage
⊘ Worst coverage gap EUR 46% covered · $8.5M open Target band 60%
▦ Peak monthly Dec 25 $13.6M gross USD Across all flows
PositionActuals flow into forecast
Insight EUR forecast exposure peaks at $13.6M in Dec while coverage holds at 46%. Lifting to the 60% band closes $1.9M of residual CfaR.
Exposure Timeline
Net USD per currency — actuals solid, forecast hatched
EUR GBP USD
Forecast Jul 24 Jan 25 Jul 25 May 26 May 27
01 · The volatility era Industry figures · sources on request

Treasury has entered a new volatility era. The workflow has not caught up.

Exposures sit in the ERP. Forecasts sit in FP&A. Policies live in documents. Trades live in bank portals. The consolidated picture gets rebuilt by hand, every month — and when risk moves faster than reporting, the spreadsheet stops being a tool.

+40%FX volatility above pre-COVID levels
USD 9.6TDaily global FX trading, 2025 — up 28% since 2022
76%Of organisations reported FX-driven losses in 2024
89%Do not systematically stress-test against market shocks

The problem is not FX. It is visibility and attribution.

Sophisticated treasury teams are not guessing whether they have exposure. They are trying to answer harder questions — the ones a spreadsheet cannot.

Q.01 · Net exposureWhat is the true net exposure by currency — after intercompany flows and natural offsets cancel, not the gross each entity reports?
Q.02 · Coverage & residual riskHow much forecasted and committed exposure is actually hedged — and what residual cash-flow-at-risk sits against the policy bands?
Q.03 · The risk graphWhere do exposures offset versus compound across entities — and what is double-hedged because no one sees the whole graph?
Q.04 · AttributionWhen the number moves, can the P&L be traced to the exposure and decision behind it — or does it land as unexplained month-end variance? Risk attribution is its own product.
02 · What Orbit does

From first export to the trade — one workflow.

One layer replaces the ERP-download-to-bank-email loop — and turns a blind spot into a decision a CFO can sign off on.

Stage 01 Diagnose

The month-end rebuild becomes a standing view — net exposure by entity and currency, over- and under-hedged positions, value leakage quantified in dollars. The picture a spreadsheet cannot hold, made auditable.

multi-entity · dollar-quantified
Stage 02 Map

Every exposure, hedge and outcome structures into one treasury-native layer across ERP, TMS and FP&A — net exposure now, forecasted against committed against hedged, and where the data breaks down.

ERP · TMS · FP&A
Stage 03 Act

Policy-aware recommendations, scenario stress-testing, alerts when forecasts drift. When the decision is to hedge, RFQs route through the company's own venues and credentials — Orbit is the interface, never the counterparty.

policy-aware · own venues

One platform, five working surfaces.

Each surface stands alone or runs as one continuous workflow, on an open API. Exposure first; execution and market context on the same reconciled base.

Exposure analyticsNet exposure by entity, currency and period — actuals flowing into forecast, committed split from planned, one reconciled base.
HedgingGap calculator against policy bands, hedge proposals, the hedge book and counterparty view — sized trades, not sentiment.
RiskPortfolio analytics and cash-flow-at-risk — the residual that remains after hedging, stated at a confidence level, stress-tested against shocks.
Market dataLive spot, forward points, implied volatility and budget rates — the market context priced into every proposal.
FX summaryThe FY plan-against-actual roll-up: variance bridge, hedge scoreboard, the narrative a CFO signs.
04 · Engagement model

Every engagement begins the same way. By design.

Exposure intelligence starts on day one, on the exports the team already produces — while security, legal and procurement run in parallel rather than as a gate.

Day one · Orbit Cadence Exposure intelligence, immediately

Orbit ingests the exports the treasury team already produces and runs them through a managed analysis environment. Nothing to deploy, integrate or adopt to begin.

Normalised FX exposure across entities and currencies Over- and under-hedge identification Forward-looking exposure and variance analysis Recurring decision-ready readout, reviewed live each cycle
no integration · no IT ticket · recurring cadence
Running in parallel InfoSec review Legal & data processing Procurement & vendor risk alongside day one · not a gate
When cleared · Orbit Connected Always-on, once the path is clear

Live API connectivity into ERP, TMS and banking platforms — replacing the periodic export with continuous sync.

Always-on exposure monitoring instead of cycle snapshots Real-time alerting as positions move Infrastructure for downstream modules as the program scales
live API · continuous sync · real-time alerts

Not a choice between two products — exposure intelligence now, while the path to full connectivity clears on the company's timeline.

Guided by operators who have run FX risk at scale.

At banks, at corporates and across the trade layer — the advisory bench sits at the altitude a CFO respects.

Jim McCrindlePrior Head of Corporate FX, NA · Bank of America. Structured global hedging for Fortune 100 multinationals.Enterprise FX
Jeffrey CooperPrior FX MD · BMO · Director, Foreign Exchange and Risk, Magna International. Operator- and bank-side coverage of complex multi-entity hedging.Industrials & manufacturing
David PierceFounder, FinnSavvy Consulting · 20+ years at GPS Capital Markets (acq. Corpay) leading global hedging and quantitative risk. Prior FX and risk leadership at Wells Fargo and KeyBank.Mid-market FX tech
Shreyans ParekhVP, Deputy CFO & Treasurer. Manages FX exposure for a public multinational.Public-co CFO office
Institutional backingDiagramSagard

The real exposure picture — and the cost of doing nothing.

The FX risk map states the biggest drivers shaping the sector — a benchmark to hold against the company's own numbers.

Request FX risk map
proof in days · the diagnostic enters on the treasurer's authority