Intercompany FX Netting
Paste your open intercompany balances, one line per entity and counterparty. The tool checks that both sides match, finds which entity actually carries FX risk, nets it across the group and sizes a hedge under your policy. Runs entirely in your browser. Nothing is uploaded.
Background: Intercompany FX Hedging: How to Automate It, Step by Step
Columns: entity, functional currency, counterparty, currency, amount. Positive amount = receivable, negative = payable. Comma, semicolon or tab separated, so you can paste straight from Excel.
Indicative example rates, used only to net and compare amounts. Replace them with your month end rates.
Every receivable should have a payable of the same amount on the other side. Hedge a mismatch and you hedge a number that doesn't exist.
Only the entity whose functional currency differs from the invoice currency has an exposure. The other side books in its own currency and feels nothing.
Exposures in the same currency pair offset each other. Only the net goes to the market, at your hedge ratio, if it clears the minimum trade size.
In a treasury centre model, the centre deals an internal forward with each entity for its own exposure from Step B, and trades only this net with the bank. This is a sizing aid, not a trade recommendation.