Cat-18 · Cross-Border FX & Payments Intelligence · 14 Tools

FX and payments tools built for cross-border reality

Fourteen deterministic, browser-based tools covering the full cross-border payments lifecycle — from FX margin deconstruction and correspondent risk modelling through ISO 20022 pacs.008 generation, FATF Travel Rule compliance, corridor cost ranking, and G20/FSB finality benchmarking. SWIFT CBPR+ and ISO 20022 aligned. Zero PII.

SWIFT gpi · CBPR+ ISO 20022 · pacs.008 FATF R.16 · Travel Rule Zero PII · Client-Side
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Programme Overview

Six Stages, 14 Tools

Follow this six-stage path to deconstruct, route, execute, and validate a cross-border payment end-to-end.

01 FX Costs Deconstruct Margin T209 · 1 tool
02 Failure Risk Model & Hedge T210–T211 · 2 tools
03 Corridors Cost & Rail Rank T212–T213 · 2 tools
04 Settlement PvP & EM Risk T214–T218 · 5 tools
05 ISO 20022 pacs.008 & UETR T219–T221 · 3 tools
06 Compliance Travel Rule T222 · 1 tool
Tool Library

14 Cross-Border FX & Payments Tools

Follow the 6-step workflow below to navigate by use case, or scroll to any tool group directly. All tools run in your browser — no account, no data transmission.

  1. 1

    Deconstruct FX Costs

    Open T209 to deconstruct any provider's quoted rate into mid-market spread and implied margin in bps. Compare up to 3 providers and benchmark against corridor percentiles from World Bank RPW data.

    T209 FX Margin Calculator
  2. 2

    Model Payment Failure Risk & Select Hedging

    Score corridor failure probability across originator tier, chain length, jurisdiction risk, and purpose code. Then compare hedging instruments — forward, NDF, option, collar — with payoff diagrams and Greeks.

    T210 Failure Model T211 FX Hedging
  3. 3

    Rank Corridors & Select Rail

    Rank B2B corridors by all-in cost across bank wire, fintech, and stablecoin. Compare 10 international rails by cost, speed, finality, and G20/FSB target compliance.

    T212 Rail Comparator T213 FX Exposure T216 Corridor Cost
  4. 4

    Assess Settlement & EM Risk

    Assess FX settlement risk, model PvP mechanics, classify EM currency convertibility tiers, and understand IBOR transition fallbacks for your instruments.

    T214 IBOR Transition T215 Settlement Fails T217 EM FX Risk T218 PvP Settlement T220 De-Risking
  5. 5

    Generate pacs.008 & Assess Finality

    Generate a fully compliant ISO 20022 pacs.008.001.12 with RFC 4122 UETR, CBPR+ validation, and MT103 mapping. Compare settlement transparency and D+0 finality across 11 major rails for G20/FSB 2027 compliance.

    T219 pacs.008 Generator T221 Finality Comparator
  6. 6

    Check Travel Rule Obligations

    Determine Travel Rule data obligations for any cross-border wire or virtual asset transfer across FinCEN, EU TFR, UK MLR, MAS, AUSTRAC, FINMA, and FATF R.16 baseline.

    T222 FATF Travel Rule
Group A · FX Margin & Cost Transparency (T209)
T209 ⚓ Flagship
FX MarginExport

FX Margin & Cost Transparency Calculator

Deconstruct any provider's quoted rate into mid-market spread and implied margin in bps. Compare up to 3 providers, benchmark against corridor percentiles (P10–P90) from World Bank RPW data. Scope: retail and SME FX spreads. For treasury hedging see Tool 76. Outputs Markdown cost memo and Policy Mandate JSON FX policy. Client-side. Zero PII.

Open Tool
Group B · Payment Risk & FX Hedging (T210–T211)
T210
Risk ModelCorrespondent

Cross-Border Payment Failure Probability Model

Model failure probability for cross-border payment instructions across four factors: originator bank tier, correspondent chain length, beneficiary jurisdiction risk, and payment purpose code. Outputs failure probability score, cause distribution, and ranked mitigations. Client-side. Zero PII.

Open Tool
T211
FX HedgeExport

FX Hedging Instrument Comparison

Compare deliverable forward, NDF, vanilla FX option, participating forward, and zero-cost collar. Payoff diagrams, premium cost, hedge effectiveness, option Greeks (Delta, Gamma, Theta, Vega via Garman-Kohlhagen), Markdown hedging strategy memo, and Policy Mandate JSON hedging policy. Client-side. Zero PII.

Open Tool
Group C · Rail Comparison & FX Exposure (T212–T213)
T212
RailsExport

SWIFT gpi / SEPA Instant / FedNow / PIX Rail Comparator

Compare 10 international and domestic real-time payment rails by cost, speed, finality, and G20/FSB target compliance. Select origin region, destination, payment type, and urgency. Outputs cost-speed-finality matrix, recommended rail, and Policy Mandate JSON routing policy. Client-side. Zero PII.

Open Tool
T213
ExposureHeatmap

Currency Risk Exposure Heatmap

Model subsidiary-level FX exposure across a multi-entity corporate structure. Input intercompany receivables/payables by currency for up to four entities. Identifies natural hedges, calculates net FX exposure per entity and currency, produces an exposure matrix with a Markdown memo. Client-side. Zero PII.

Open Tool
Group D · Settlement Risk & EM FX (T214–T218)
T214
IBORISDA

IBOR Transition Reference Checker

Calculate the RFR equivalent for any legacy IBOR rate using ISDA 2020 fallback spread adjustments. Covers SOFR (ARRC), €STR (ECB), SONIA (BoE), TONA (BoJ), SARON (SNB). Outputs replacement rate, spread adjustment in bps, and fallback language reference. Client-side. Zero PII.

Open Tool
T215
SettlementCLS

FX Settlement Fails Risk Assessor

Assess FX settlement risk for CLS-eligible versus non-CLS trades. Quantifies principal risk, replacement cost (97.5th percentile), Herstatt risk window, expected loss, and CLS netting benefit. Reference: BIS PvP guidance (November 2022). Client-side. Zero PII.

Open Tool
T216
CorridorExport

Cross-Border B2B Corridor Cost Ranker

Rank cross-border B2B corridors by total all-in cost: FX margin + correspondent fee + SWIFT message fee + lifting and beneficiary charges. Compare bank wire vs. fintech aggregator vs. stablecoin settlement across 10 corridors. G20/FSB 1% target flag. Outputs Policy Mandate JSON routing policy. Client-side. Zero PII.

Open Tool
T217
EM FXIMF

Emerging Market FX Risk Classifier

Classify EM FX risk for 40+ currencies: convertibility tier, capital controls, NDF market depth, annualised volatility, and recommended hedging approach. IMF AREAER 2024 data. Client-side. Zero PII.

Open Tool
T218
PvPBIS

Payment-vs-Payment Settlement Synchronisation Model

Model PvP mechanics for bilateral FX settlement: CLS vs. bilateral PvP vs. sequential settlement. Settlement risk exposure comparison, timing mismatch, netting efficiency, BIS alignment, and Markdown PvP design memo. Reference: BIS PvP guidance (Nov 2022). Client-side. Zero PII.

Open Tool
Group E · ISO 20022 & Cross-Border Finality (T219–T221)
T219 ⚓ Key
ISO 20022Export

pacs.008 Cross-Border Payload Generator & UETR Simulator

Generate a fully compliant ISO 20022 pacs.008.001.12 FIToFICstmrCdtTrf with RFC 4122 UUID v4 UETR, SR2026 schema validation, CBPR+ requirements check, and MT103 field mapping. Downloadable pacs.008 XML and Policy Mandate JSON payment instruction stub. Client-side. Zero PII.

Open Tool
T220
De-RiskingBIS CPMI

Correspondent Banking De-Risking Impact Modeler

Model the operational and cost impact of correspondent banking de-risking on a payment corridor. Simulate loss of 1, 2, or all active correspondent relationships. Hop count increase, incremental cost, volume at risk, alternative routing, and corridor vulnerability score. Client-side. Zero PII.

Open Tool
T221
FinalityExport

Cross-Border Payment Transparency & D+0 Finality Comparator

Compare settlement transparency and finality across 11 major cross-border rails. G20/FSB 2027 target alignment (cost <1%, speed <1hr). Filter by rail type. Finality comparison table, G20 compliance scorecard, and Policy Mandate JSON rail policy. Client-side. Zero PII.

Open Tool
Group F · FATF Travel Rule Compliance (T222)
T222
FATF R.16Export

FATF Travel Rule Cross-Border Threshold Checker

Determine Travel Rule data obligations for any cross-border wire or virtual asset transfer. Covers US FinCEN (31 CFR 1010.410), EU TFR 2023/1113, UK MLR 2017, SG MAS PSN02, AU AUSTRAC, UAE CBUAE, CH FINMA, FATF R.16 baseline. Compliance checklist, field matrix, and Policy Mandate JSON Travel Rule payload stub. Client-side. Zero PII.

Open Tool

Last reviewed: May 2026 · 14 tools · Cat-18 · Cross-Border FX & Payments

Audience

Who Uses These Tools

FX Trader / Treasury

Run T209 to deconstruct provider FX spreads against corridor benchmarks, then T211 to model hedging instrument payoffs. Use T213 for group-level natural hedge identification before booking externally.

Payments Engineer

Use T219 to generate and validate pacs.008 payloads with UETR against CBPR+ SR2026 rules before integration testing. Run T212 to compare rail options by corridor and urgency.

Compliance Officer

T222 determines Travel Rule data obligations by jurisdiction pair and asset type — covering FinCEN, EU TFR, UK MLR, MAS, AUSTRAC, FINMA. T217 classifies EM currency convertibility risk for enhanced due diligence.

Risk & Settlements

Use T215 for FX settlement risk quantification, T218 for PvP mechanics modelling, and T220 to stress-test corridor vulnerability against correspondent de-risking scenarios.

Fintech Product Manager

Use T216 to benchmark all-in corridor costs across rails, T212 for rail speed/cost trade-off analysis, and T221 to evaluate G20/FSB 2027 finality target compliance by product.

Treasury Analyst

Use T214 for IBOR transition fallback rate calculations, T213 for multi-entity FX exposure mapping, and T217 for EM currency risk classification before entering new corridors.

Regulatory Coverage

8-Framework Regulatory Coverage

Tools in this hub are mapped to obligations under the following frameworks. Verify current applicability with qualified legal counsel.

SWIFT · ISO 20022 CBPR+

Cross-Border Payments and Reporting Plus — mandatory migration from MT103 to pacs.008 for all SWIFT cross-border payments. SR2026 schema rules apply from November 2026. Tools T219, T212.

FATF · Travel Rule R.16

FATF Recommendation 16 requires originator and beneficiary data to accompany cross-border wire transfers and virtual asset transfers above jurisdiction-specific thresholds. Tool T222.

G20 · FSB · BIS CPMI Targets

G20/FSB roadmap: cost below 1%, speed below 1 hour for 75% of payments, full transparency, and universal access — all by 2027. Assessed in Tools T216, T221, T212.

BIS CPMI · PvP Guidance

BIS CPMI guidance calls on all FX market participants to settle using PvP arrangements where available, and to address gaps for currencies not eligible for CLS. Tools T218, T215.

ISDA · FSB IBOR Transition

All USD LIBOR settings ceased 30 June 2023. GBP/EUR/JPY/CHF LIBOR ceased 31 Dec 2021. ISDA 2020 Fallback Supplement governs transition to SOFR, SONIA, €STR, TONA, SARON. Tool T214.

EU TFR 2023/1113

EU Transfer of Funds Regulation 2023/1113 — EUR 1,000 threshold for wire transfers; zero threshold for crypto-asset transfers by CASPs. Effective 30 December 2024. Tool T222.

IMF AREAER · EM FX Controls

IMF Annual Report on Exchange Arrangements — classifies 40+ EM currencies by convertibility tier, capital account restrictions, and NDF market availability. Underpins Tool T217.

SWIFT gpi · RFC 4122 UETR

Unique End-to-end Transaction Reference — UUID v4 generated per payment instruction, mandatory for CBPR+ payments, enabling full end-to-end tracking via SWIFT gpi tracker. Tool T219.

Quick Start

Get Started in 6 Steps

  1. 1

    Deconstruct Your FX Spread

    Open T209 — FX Margin & Cost Transparency Calculator, enter the currency pair and up to three provider quotes. The tool calculates margin in bps, benchmarks against corridor percentiles, and exports a Policy Mandate JSON FX policy as your audit trail.

  2. 2

    Assess Payment Failure Risk

    Use T210 — Cross-Border Payment Failure Probability Model to score the corridor against originator tier, chain length, jurisdiction risk, and purpose code. If failure probability is elevated, run T220 to understand de-risking vulnerability and alternative routing options.

  3. 3

    Rank Corridors by All-In Cost

    T216 — Corridor Cost Ranker compares bank wire, fintech aggregator, and stablecoin settlement across FX margin, correspondent fees, SWIFT charges, and lifting costs. Check the G20/FSB 1% cost target flag. Export the Policy Mandate JSON routing policy.

  4. 4

    Select the Right Payment Rail

    T212 — Rail Comparator scores SWIFT gpi, SEPA Instant, FedNow, PIX, UPI, PayTo, and Faster Payments against your corridor, payment type, and urgency requirements. Combine with T221 — Finality Comparator for D+0 finality and G20 target compliance details.

  5. 5

    Generate Your pacs.008 Payload

    T219 — pacs.008 Generator produces a fully valid ISO 20022 pacs.008.001.12 XML with RFC 4122 UETR, SR2026 validation, CBPR+ rules, and MT103 field mapping. Export the Policy Mandate JSON payment instruction stub for your agent pipeline.

  6. 6

    Check Travel Rule Obligations

    T222 — FATF Travel Rule Checker determines which data fields are mandatory, conditional, and optional for the originating/destination jurisdiction pair and asset type. Covers US FinCEN, EU TFR 2023/1113, UK MLR, MAS PSN02, AUSTRAC, FINMA, and FATF baseline.

Related Hubs

Explore Adjacent Suites

MCP Integration

Agentic Access via MCP

All 14 tools expose structured outputs compatible with the AINumbers MCP manifest. Use the tool IDs below with any MCP-capable agent.

Tool IDMCP NameInput SchemaOutput
T209calculate_fx_margincurrency_pair, provider_quotes[], corridormargin_bps, benchmark_percentile, policy_mandate_json
T210model_payment_failure_probabilityoriginator_tier, chain_length, jurisdiction_risk, purpose_codefailure_probability, cause_distribution, mitigations[]
T211compare_fx_hedging_instrumentsinstrument_type, notional, strike, tenor, volpayoff_diagram, greeks{}, hedge_effectiveness, policy_mandate_json
T212compare_payment_railsorigin_region, destination, payment_type, urgencyrail_matrix{}, recommended_rail, policy_mandate_json
T213map_fx_exposureentities[], currencies[], receivables{}, payables{}net_exposure_matrix{}, natural_hedges[], markdown_memo
T214check_ibor_rfr_transitionibor_rate, currency, tenorrfr_equivalent, spread_adjustment_bps, fallback_language
T215assess_fx_settlement_risktrade_type, notional, currency_pair, cls_eligibleprincipal_risk, replacement_cost, herstatt_window, expected_loss
T216rank_corridor_costscorridors[], methods[], urgencycost_ranking[], g20_flag, policy_mandate_json
T217classify_em_fx_riskcurrency_codeconvertibility_tier, capital_controls, ndf_depth, vol_annualised, hedge_approach
T218model_pvp_settlementsettlement_type, currency_pair, notionalrisk_exposure{}, timing_mismatch, netting_efficiency, pvp_memo
T219generate_pacs008_payloaddebtor{}, creditor{}, amount, currency, purposepacs008_xml, uetr, cbpr_validation{}, policy_mandate_json
T220model_correspondent_deriskingcorridor, correspondents_lost, volumehop_increase, cost_delta, volume_at_risk, alternative_routing[]
T221compare_settlement_finalityrail, corridor, payment_typefinality_comparison{}, g20_scorecard{}, policy_mandate_json
T222check_travel_rule_obligationsoriginator_jurisdiction, beneficiary_jurisdiction, asset_type, amountdata_fields_required[], compliance_checklist, policy_mandate_json