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What is the best strategy for managing currency risk actively ?
The COM programme adjusts the hedging ratio to market movements in order to better manage this risk.
The strategy proposed complies with pre-determined rules and is based on a benchmark set by the client.
The position is monitored rigorously 24 hours a day.
All positions and returns are reported regularly in order to keep the management transparent. The programme easily breaks down the returns generated by the currency component and the management component.
The programme can be set up for institutions, companies or private clients.
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Objectives
- To protect against adverse movements in risk currencies
- To exploit favourable movements
- To reduce the impact of currency risk on portfolio volatility
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Since starting in 2000, the programme has achieved stable returns, in line with objectives.
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