currency overlay management

Currency overlay Managing foreign exchange exposures systematically Analysis and advice As-is analysis and derivation of recommended actions Calculation of economic currency exposure using look-through and re-mapping Identification of a client-specific benchmark concept by taking individual conditions into account Investment process Investment process to guarantee a steady hedge ratio Model-based, active investment process for dynamic hedge ratio control Definition of optimal hedge terms Setting individual deviation bands and using netting effects Individual implementation of the mandate Selecting the appropriate hedging instruments (FX futures vs. FX OTC forwards) Optimisation between foreign currency procurement and overlay programme Advice on optimal structure (costs, supervision, regulations, complexity) Reducing transparent and non-transparent transaction costs Preparation of client-specific FX reports
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