Reduce long-term cash-flow variability.
Classify rolling exposure and see where future cash-flow pressure may build before maturities become urgent.
Forecast, confirmed, hedged, and open exposure
Near-term cash requirements visible by month.
Later bucket needs early review, not panic.
Rolling exposure stays in the review rhythm.
Rolling monthly forecast
Modeled unhedged exposure
Improves as data accumulates
Companies with recurring foreign-currency payables or receivables across many future months.
- Cash-flow pressure builds quietly in later maturity buckets.
- Forecast exposure is ignored until it becomes a confirmed invoice.
- Leadership cannot see how open exposure changes month by month.
- Visualize long-term exposure by month and certainty level.
- Classify the exposure profile into a program family.
- Use modeled scenarios to prepare early reviews with finance and providers.
Classify first, recommend later.
Public language stays disciplined: PolicyFX classifies the exposure profile and prepares the next conversation. Execution remains with the provider the company chooses.
- 01
Load the forecast
Bring confirmed and forecast exposures into a rolling monthly view.
- 02
Track coverage change
See how open exposure and hedge coverage evolve as future months approach.
- 03
Classify the rhythm
Use the profile to decide whether layered or combination discipline fits best.
Provider names such as RBC, TD, Scotia, BMO, CIBC, and Corpay are compatibility examples only. They are not endorsements, integrations, execution rails, quotes, or recommendations.