Understanding Currency Overlay

July 23, 2010 | Greg Leonberger, FSA, EA, MAAA, FCA, Director of Research, Managing Partner

As portfolios have expanded to include international investments, investors must be aware of the currency risk inherent in foreign assets. Currency overlay programs provide a mechanism to mitigate currency risk. This paper examines how currency overlay programs can be used to reduce the currency risk embedded in foreign denominated portfolio allocations.

Download PDF

Greg Leonberger, FSA, EA, MAAA, FCA
Director of Research, Managing Partner

Get to Know Greg

The opinions expressed herein are those of Marquette Associates, Inc. (“Marquette”), and are subject to change without notice. This material is not financial advice or an offer to purchase or sell any product. Marquette reserves the right to modify its current investment strategies and techniques based on changing market dynamics or client needs.

Related Content

01.23.2025

New Year, New President…Same Outlook?

From an investor’s perspective, the current environment feels lot like it did twelve months ago: U.S. equity markets returned over…

01.02.2025

2025 Market Preview Video

This video is a recording of a live webinar held January 16 by Marquette’s research team analyzing 2024 across the…

12.19.2024

Multi-Asset Credit: Taking Offense From Good to Great

Before the football season began, we authored a white paper that detailed offensive and defensive elements of…

12.04.2024

Reluctant to Spend

In recent years, the Chinese economy has struggled to return to pre-pandemic levels of consumption and economic growth. This lackluster…

10.24.2024

The Market Doesn’t Care

With the election less than two weeks away, polls indicate a very tight race not only for president but for…

10.24.2024

3Q 2024 Market Insights

This video is a recording of a live webinar held October 23 by Marquette’s research team analyzing the…

More articles

Subscribe to Research Email Alerts

Research Email Alert Subscription

Research alerts keep you updated on our latest research publications. Simply enter your contact information, choose the research alerts you would like to receive and click Subscribe. Alerts will be sent as research is published.

We respect your privacy. We will never share or sell your information.

Thank You

We appreciate your interest in Marquette Associates.

If you have questions or need further information, please contact us directly and we will respond to your inquiry within 24 hours.

Contact Us >