Exchange rate risk measurement and management : issues and approaches for firms /

Measuring and managing exchange rate risk exposure is important for reducing a firm's vulnerabilities from major exchange rate movements, which could adversely affect profit margins and the value of assets. This paper reviews the traditional types of exchange rate risk faced by firms, namely tr...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Papaioannou, Michael G. (Author)
Other Authors: Rochon, Céline, 1972-
Format: Electronic eBook
Language:Inglés
Published: [Washington, D.C.] : International Monetary Fund, ©2006.
Series:IMF working paper ; WP/06/255.
Subjects:
Foreign exchange rates > Mathematical models.
Risk management > Mathematical models.
Foreign exchange administration.
Hedging (Finance)
Change > Administration.
Couverture (Finances)
Taux de change > Modèles mathématiques.
Gestion du risque > Modèles mathématiques.
Foreign exchange administration
Foreign exchange rates > Mathematical models
Risk management > Mathematical models
Online Access:Texto completo
Table of Contents:
  • Contents
  • I. INTRODUCTION
  • II. DEFINITION AND TYPES OF EXCHANGE RATE RISK
  • III. MEASUREMENT OF EXCHANGE RATE RISK
  • IV. MANAGEMENT OF EXCHANGE RATE RISK
  • V. HEDGING INSTRUMENTS FOR MANAGING EXCHANGE RATE RISK
  • VI. HEDGING PRACTICES BY U.S. FIRMS
  • VII. CONCLUDING REMARKS
  • REFERENCES

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