On October 18, our colleague Elske van de Burgt presented at PMAR West in San Diego on “The Principles for Currency Management”. With the use of a practical case study, Elske demonstrated that currency exposures potentially add a lot of volatility to the portfolio with little or no risk premium. Therefore managing the currency risk is important. The PowerPoint presentation explains the underlying principles of currency risk and strategies to hedge against this risk. Also the impact this has on the performance of the portfolio and how to separate the impact from currency risk on overall performance is explained using examples. These examples range from simple base currency analysis to local return and the use of risk premiums. In addition to this more advanced approaches, like hedged returns and the measurement of currency overlay programs are addressed.
Related Insights
-
09 April 2024PRESS RELEASE: Ortec Finance releases integrated economic and climate scenariosFind out more about the industry’s first integrated economic and climate risk management tool.
-
04 April 2024Quarterly Scenario Webinar - ‘Buy equities at the top?’Join us on our April 18 webinar where our in-house experts Patrick Tuijp and Sophie Heald will be guiding you through our Quarterly Scenario outlook ‘Buy equities at the top?’.
-
03 April 2024PRESS RELEASE: Ortec Finance selected once again as a leading WealthTech provider within top ranking listThe prestigious WealthTech100 2024 list, distinguishes the most innovative technology providers that are transforming the operations of investment firms, private banks, and financial advisors. Ortec Finance selected once again!
-
02 April 2024PRESS RELEASE Ortec Finance and Salesforce Partner to Deliver AI and Data-Driven Personalized Finance and Goal Planning for ClientsOrtec Finance and Salesforce, the global leader in CRM, announced a partnership to deliver a more data-driven personalized finance and scalable wealth advice experience for Ortec Finance customers using Salesforce Financial Services Cloud (FSC).
-
25 March 2024Qantas Super partners with Ortec Finance to implement PEARL investment performance softwareQantas Super an Australian corporate superannuation fund with $8.9 billion in assets, has integrated Ortec Finance’s performance attribution platform, PEARL, to enhance their performance and attribution capabilities.
-
19 March 2024In-House Student Day: Thursday 30 May, 2024 - RotterdamCalling all students! Join us for an unforgettable day of insights and inspiration at our exclusive In-House Student Day.
-
13 March 2024Save the date: ‘Barometer’ climate risk workshopClimate risk workshop for pension funds and insurance companies
-
12 March 2024WEBINAR: 2024 Ortec Finance Climate ScenariosLearn how to utilize Ortec Finance’s 2024 climate scenarios to help inform investment decisions
-
12 March 2024Should investors still assume the world can realistically achieve net-zero by 2050?What are the potential investor implications if this goal is not achieved?