This page presents RiskVar Currency Risk indicator chart. RiskVar combines Currency Risk with other risk factors to quantify Global Market Risk. Foreign Exchange Risk is an average of the Implied Volatility of highly sensitive currencies to global growth and the risk environment. When Global Risk rises investors divest from emerging markets and commodity-related economies resulting in increased currency volatility. The implied volatility of the following currencies is monitored by the model: US Dollar vs Canadian Dollar, US Dollar versus Australian Dollar, US Dollar versus New Zealand Dollar, US Dollar versus Mexican Peso, US Dollar versus Turkish Lira, Euro versus Hungarian Forint.

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RiskVar algorithms analyze market data and macroeconomic indicators to quantify the financial risk level across global markets, asset classes, countries, financial sectors and industries.