Forward Points Optimisation: A neglected issue comes roaring back

By Kantox

13/04/2023

Kantox has released a new whitepaper on “Forward Points Optimisation: The Secret Weapon in Currency Management.” This report highlights how risk managers can leverage the differences between spot and forward currency rates for reducing hedging costs and capturing financial gains.

Forward Points

Globally, interest rates are changing, but CFOs and treasurers are slow to react to the new environment in currency management. Forward points optimization is a solution to take advantage of the shift in interest rate differentials between currencies, using differences between spot and forward currency rates. This involves a series of top priorities, despite the apparent complexity, driven by the interaction between FX and interest rates.

Want to read more? Download your free whitepaper now!

Get your free copy

Can’t get enough? Check out these latest items

STAGE – OTC Derivatives Collateral Officer H/F @ CACEIS

INTERNSHIP – FINANCE, TREASURY or AUDIT @ adidas

Internship Treasury Operations @ Lufthansa

Treasury and Finance Intern @ Medline Europe

Benchmarking cash, part two

Benchmark your treasury: Insights from Nomentia Treasury Trends Report

Press Release | treasuryXL announces partnership with Ilfa & TreasuryMetrics

MiCA turns crypto from a “use case” into a treasury risk decision.

Vakanz Working Capital Management Leiter/in – Berlin