LEARN TO ACCOUNT FOR CURRENCY FORWARDS IN FIXED INCOME PORTFOLIOS

Commonly used by traders and portfolio managers to hedge currency risk, currency forwards are widely traded in the U.S. and Europe and have become integral to the management of multi-currency bond portfolios.

Download the Currency Forwards in Fixed Income Portfolio Analysis white paper to learn to account for currency forwards in fixed income portfolios and their impact on total return and performance attribution. 

Download this white paper and learn: 

• The basic terms and conventions of currency forwards
• How currency forwards impact the performance of a multi-currency bond portfolio relative to a multi-currency benchmark index
• The analytics and data sources employed by FactSet’s return and performance attribution models