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What strategy should be adopted when managing currency risk dynamically ?
The COM program adjusts the hedge ratio according to market movements in order to optimize the currency risk management.
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 benefit from favorable 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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