Financials pillar · v0.16.0
fx-exposure FxExposure
FX exposure measurement record.
$id · https://corpospec.com/schemas/v0.16.0/fx-exposure.schema.json
Fields
| Field | Type | Required | Description |
|---|---|---|---|
| as_of | IsoDate | yes | ISO 8601 date (YYYY-MM-DD). |
| currency_pair | CurrencyPair | yes | Currency pair. |
| entity | PathRef | yes | Path-based cross-reference relative to .corpospec/ root. Pattern: `^[a-z0-9_-]+(/[a-z0-9_.-]+)+$` |
| gross_exposure | MonetaryAmount | yes | A monetary value with currency. |
| hedged_amount | MonetaryAmount | yes | A monetary value with currency. |
| id | PathRef | yes | Path-based cross-reference relative to .corpospec/ root. Pattern: `^[a-z0-9_-]+(/[a-z0-9_.-]+)+$` |
| net_exposure | MonetaryAmount | yes | A monetary value with currency. |
| pl_to_date | MonetaryAmount | yes | Cumulative FX P&L for the reporting period. |
| unhedged_amount | MonetaryAmount | yes | A monetary value with currency. |
| derivatives | FxDerivative[] | — | |
| ifrs9_classification | Ifrs9Classification? | — | |
| note | string? | — | |
| var_95 | MonetaryAmount? | — | 95% one-day Value-at-Risk on the unhedged exposure. |
Definitions
Shared types referenced within this schema.
CurrencyPair
Currency pair.
type: object
FxDerivative
Active derivative hedge instrument.
type: object
HedgingInstrument
Approved hedging-instrument variants.
Ifrs9Classification
IFRS 9 hedge classification.
IsoCurrency
ISO 4217 currency code.
pattern: ^[A-Z]{3}$
IsoDate
ISO 8601 date (YYYY-MM-DD).
type: string
MonetaryAmount
A monetary value with currency.
type: object
PathRef
Path-based cross-reference relative to .corpospec/ root.
Pattern: `^[a-z0-9_-]+(/[a-z0-9_.-]+)+$`
pattern: ^[a-z0-9_-]+(/[a-z0-9_.-]+)+$
Reference in your YAML
# yaml-language-server: $schema=https://corpospec.com/schemas/v0.16.0/fx-exposure.schema.json