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The variability and drivers of the cross-shelf exchanges between the Southwestern Atlantic shelf and the open ocean from 30 to 40°S are analyzed using a high-resolution ocean model reanalysis at daily resolution. The model's performance was first evaluated using altimetry data, and independent mooring and hydrographic data collected in the study area. Model transports are in overall good agreement with all other estimates. The record-mean (1993–2018) cross-shore transport is offshore, 2.09 ± 1.60 Sv. 73% of the shelf-open ocean exchange occurs in the vicinity of Brazil-Malvinas Confluence (~38°S) and 20% near 32°S. This outflow is mostly contributed by northward alongshore transport through 40°S (63%) and the remaining by southward transport through 30°S (37%). The cross-shore flow presents weak seasonal variations, with a maximum in austral summer, and high variability at subannual and weekly time scales. The latter is mainly associated with abrupt wind changes generated by synoptic atmospheric systems. Alongshore wind variations set up sea-level changes in the inner shelf which in turn drive large anomalies in the associated geostrophic alongshore flow. The difference in inner shelf sea-level anomalies at 30 and 40°S is a good indicator of cross-shelf exchange at seasonal and shorter time scales. Episodes of extreme offshore transport that reach up to 9.45 Sv and last about 2 days are driven by convergence of these alongshore flows over the shelf. Large exports of shelf waters lead to freshening of the upper open ocean as revealed by in-situ and satellite observations. In contrast, onshore extreme events drive open ocean water intrusions of up to 6.53 Sv and last <4 days. These inflows, particularly the subtropical waters from the Brazil Current, induce a substantial salinification of the outer shelf.