Forecasting Multiple Currencies for your Portfolio

Presented by

Fernando Hernández, Palisde

About this talk

Using @RISK’s tool for time series analysis, a multi-currency portfolio can be used to adequately forecast the probabilistic pathways of correlated currencies into the near future. This tool can be used for short-term financial planning such as applying hedging strategies. The time series analysis tool can also be modified to test for extreme cases; in other words, sensitizing future currency forecasts under extreme market situations. This is called stress analysis.

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Palisade Company is the world’s leading provider of risk and decision analysis software solutions for science and industry. Our array of software products and custom services enhance the management experience by combining the latest in cutting-edge technology with over 35 years of analytics experience. Palisade’s unified software platform helps clients increase margins, improve performance, expand market share, and maximize operational efficiencies. We have a very simple mission: to minimize risk while maximizing potential.