Exchange Rate Risk (Currency Risk)

Exchange rate risk is the potential for loss when the value of investments fluctuates due to changes in currency exchange rates between countries.

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Exam Tip

Dollar strengthens = hurts foreign investment returns. Dollar weakens = helps foreign investment returns.

What is Exchange Rate Risk?

Exchange rate risk (also called currency risk or foreign exchange risk) is the possibility that changes in currency values will affect the value of international investments or transactions.

How It Affects Investments

When you invest in foreign securities:

  1. You convert dollars to foreign currency
  2. Investment gains or loses value in local currency
  3. You convert back to dollars
  4. Currency changes add to or subtract from total return

Example

EventImpact
Foreign investment gains 10%Good!
Foreign currency loses 5% vs. dollarReduces your gain
Net returnApproximately 5%

Types of Currency Risk

TypeDescription
Transaction RiskAffecting individual transactions
Translation RiskConverting financial statements
Economic RiskLong-term competitive effects

Hedging Strategies

StrategyMethod
Currency FuturesLock in exchange rate
Currency OptionsRight to exchange at set rate
Currency ETFsHedge with inverse currency funds
ADRs/Hedged FundsSome funds hedge currency exposure

Impact on Returns

ScenarioEffect on US Investor
Dollar StrengthensReduces foreign returns
Dollar WeakensIncreases foreign returns

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