Stripping out forex
A big increase in currency volatility across Asia in the past nine months has led investors to place more emphasis on managing foreign exchange risk. How has this affected the use of currency overlay strategies? By Pamela Tang
Collateral damage from the seizure of credit and funding markets following US subprime problems has roiled foreign exchange markets, with some investors with large international portfolios finding themselves at the mercy of gyrating currencies.
But currency overlay managers say the wave of volatility is a timely wake-up call for investors, as it highlights the vulnerabilities of their returns. They
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