Mercer Takes Hit on Yen Exposure Now With Big Bet on Rate Hikes

  • Sees Japan’s policy rates at 1.5% or higher in coming years
  • Forecast eclipses some of most aggressive calls on BOJ hikes
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Mercer LLC is sticking with its poor-performing overweight yen exposure in multi-asset funds in anticipation of multiple interest-rate increase by the Bank of Japan over the next couple of years.

The investment consultant, which also manages $492 billion for external clients, expects the BOJ to increase its benchmark rate to 1.5% or higher, according to Cameron Systermans, Mercer’s head of multi-asset for Asia. Systermans is confident of the first hike coming this year and considers this week’s policy meeting as live.