A transfer that takes several days to settle carries exchange-rate exposure a same-second transfer never sees. The Settlement Risk Meter quantifies exactly how much the rate has historically moved during past N-day transfer windows on your corridor, using our own measured 90-day rate history — no estimates.
Select your corridor and a delivery window (instant, 1, 2, 3, or 5 days).
The tool pulls the trailing 90-day daily rate history for that corridor from RemitRoutes' measured data.
It computes how much the rate moved, on average and at worst, across every rolling window of your chosen length within that history.
For each rolling N-day window in the trailing 90-day daily rate series, the tool computes movement% = (max rate − min rate) / min rate × 100 — the full price range within that window as a percentage of the window's lowest rate.
It reports both the maximum movement% observed across all windows of that length, and the median movement% — giving both a worst-case and a typical-case figure.
A 0-day (instant) window always returns 0% exposure by definition: there is no elapsed time between rate lock and settlement, so there is no window for the market to move.
The tool requires at least 10 days of measured daily rates before showing any statistics, and at least N+1 days to form a single N-day window. If a corridor has too little history, it shows an explicit "history accumulating" message rather than filling in an estimated number.
This metric measures exposure (how much the rate moved), not direction or realized loss — a high number does not mean a specific transfer lost money, only that the rate was not stable during that window.
A corridor with a 3-day delivery window might show a median rate movement of around 0.8% and a worst-case (maximum) movement well above that across the trailing 90 days — meaning a transfer settling over 3 days has historically been exposed to that much rate swing, in either direction, purely from elapsed time, separate from any fee or markup.
For each rolling N-day window in the trailing 90-day daily rate series, we compute (max rate − min rate) / min rate × 100 — the full price range within that window as a percentage of the window's lowest rate. We report the maximum and median of that value across every window of the chosen length.
No — it measures exposure, not direction or loss. A 2% range moved could mean the recipient ends up with more local currency than expected, or less. The metric only says the rate was not stable during that transit window; it does not predict which way it moved for any specific transfer.
A 0-day window has no elapsed time between rate lock and settlement, so there is no window for the market to move — digital-asset rails that confirm in seconds fall into this category. This is a structural property of instant settlement, not an estimate.
We require at least 10 days of measured daily rates before showing any statistics, and at least N+1 days to form one rolling N-day window. If a corridor doesn't meet that bar, the tool shows an explicit "history accumulating" message rather than filling in a number — we never estimate or extrapolate missing days.
Compare live rates across 370+ corridors on RemitRoutes · methodology.