Research Briefing: A new tool for managing currency risk

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What it is

  • In contrast to other asset classes, few tools exist to help investors, asset managers, corporates and banks to monitor and manage their diverse foreign exchange risks in a systematic way. Oxford Economics' FX Risk Tool fills this gap.

  • The FX Risk Tool is a composite measure of vulnerability to a currency crisis that builds on the literature of early warning indicators (EWI) of financial crises (including sovereign, currency and banking crises).
  • The FX Risk Tool helps analysts to assess the value at risk of their exposures and it can offer added value in managing carry strategies. 

Download the free research briefing