Currency Overlay

  • We manage risk so it doesn’t manage you

    At Rochford we develop and execute risk management strategies to offset exposures and put you back in the driving seat.

Currency Overlay

At Rochford, we design tailored currency overlay strategies to deliver the specific risk return profile desired by our clients, whether that be through a passive or dynamic strategy seeking to add alpha. This is achieved through comprehensive analysis of the underlying asset portfolio and the relationship of returns with the currency exposure(s), coupled with decades of currency market expertise.

In addition to the underlying strategy we provide the following ancillary services:

  • Counterparty negotiations
  • Hedge execution and administration
  • Risk management reporting
  • Investor communications
  • Policy construction and compliance reporting
  • Hedge accounting & reporting
  • Capital and yield protection/enhancement