FX Short Term Fair Value Modelling

Introducing our suite of G10/Asia short term regression models

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This report introduces our suite of short-term fair value dashboards, available to request via your sales representative. It includes screenshots from our interactive reports designed to support currency valuation analysis by providing a data-driven view of current market conditions, model-based estimates, and historical context. Our short-term fair value models estimate the equilibrium exchange rate of currency pairs by analysing a set of macroeconomic and financial fundamentals. These models are designed to capture the underlying value of a currency pair, independent of short-term market noise or sentiment-driven fluctuations.

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