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Following the trend of global asset allocation, how does the BLF control and monitor the exchange rate risk?

  • Publication Date:2017-04-16

Following the trend of global asset allocation, how does the BLF control and monitor the exchange rate risk?

In response to the trend of diversified global asset management, the risk management system of BLF has been upgraded to conduct the assessment of the currency risk factors. Besides, the single Value at Risk of the NT$/US$ exchange rate fluctuation in respect of the foreign assets was calculated so that the decision-making units may monitor the currency risk variation of the funds. And the impact of significant events shall be effectively controlled timely. 

  • From:Planning and Audit Division
  • Last Modify Date:112-10-23
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