Aggregate currency exposure is your net position in a single currency once every open trade is broken into its two sides. Long EUR/USD and short GBP/USD look like two different trades, but both are short the US dollar; add a third and the account is not diversified across three ideas, it is one dollar position in three tickets.
Working it out is arithmetic: convert each position to notional value, split it into the base and quote legs, and sum per currency. The result often shows concentration a trade list hides — and it is this net figure that a central bank decision or a broad risk move actually hits. Netting also cuts the other way: two positions can partly cancel, leaving less real exposure than the number of open tickets suggests.
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Guide
How to Check the Way a Currency Is Managed
The regime behind a currency is published, not inferred. The four primary sources that say how a rate is governed, what each one can and cannot tell you, and how to keep the answer from going stale.