Currency Management

Innovative currency hedging solutions to manage foreign exchange risk in a flexible way  

  • Customised currency overlays constructed relative to underlying assets
  • Holding period analysis identifies most appropriate FX futures contracts
  • Correlation modelling of currency volatility and macro exposures
  • Seeks to limit ‘cash drag’ from currency hedging
  • Advice provided on same frequency as portfolio rebalancing
  • Assistance with preparation of marketing reports

Currency management constructed to optimise risk/return tradeoff