As global portfolios become more geographically diversified, asset owners are placing greater emphasis on managing currency risk.
In increasingly volatile FX environments, the ability to actively hedge and analyse currency exposure is becoming essential to ensure stable, long-term fund performance.
In a recent webinar from Ortec Finance, industry experts Micke Vrolijk and Joost Meerwijk explored how Ortec Finance’s latest update of PEARL, a leading performance measurement and attribution tool, supports this need. The focus was on how version 9.3 allows for deeper integration of currency strategies within complex fund hierarchies—offering asset managers more control and transparency over currency-driven performance outcomes.
PEARL 9.3 introduces several major enhancements. These include a simplified interface for currency contracts, the addition of currency benchmarks, and a refined methodology for calculating timing effects. These improvements are aimed at enabling users to conduct more granular analysis on how strategic hedging policies influence returns at both asset and total fund levels.
The full webinar recording, which includes a walkthrough of these new features and use cases, is available here.
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