Rethinking currency overlay


Rethinking currency overlay

How to respond to 2020’s new FX volatility regime

The fallout from COVID-19, which has roiled global financial markets, has presented significant challenges for treasurers and COOs in their attempts to manage nondiscretionary currency exposure. In this interview, Conor Daly and Adil Rehman from Goldman Sachs, and Xavier Zaegel and Julien Baguet from Deloitte Luxembourg, discuss the risks that a landscape transformed by volatility brings, solutions that can help the buy-side optimize their risk management and how they think market practitioners should respond by reforming their existing processes.

Executive summary

Increased volatility brings increased risks

Before we ask you to provide some insight regarding the practical day-to-day realities of operating your businesses given the current disruption, maybe we can begin by a sking you to discuss how you have seen clients navigate recent periods of high fx volatility?

PDF - 348kb

Performance magazine issue 33, September 2020

Performance is a triannual digest, dedicated to investment management professionals, which brings you the latest articles, news and market developments from Deloitte’s professionals and clients.

PDF - 8.78mb
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