Euro/Swiss franc risk reversals
Background: Two concerns of our clients in 2003 have been the low level of interest rates and the softening of the US dollar. Finding investment solutions for these problems is compounded by the fact that our investor base generally tends to come from three home currencies -- Swiss franc, euro and the US dollar -- and they tend to be fixed-income investor dominated.
This presents three interest rate curves against which investment decisions are based and the relative currency strategy
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