Essays about: "foreign exchange swaps"

Found 4 essays containing the words foreign exchange swaps.

1. 1. Modeling of Foreign Exchange Swap Distributions : A statistical evaluation of two stochastic models

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Ludvig Ehrenpreis; Eriksson Oscar; [2023]
   Keywords : term structure measurement; optimization; foreign exchange swaps; interest rates; FX; model comparison; FX swap models;

   Abstract : The global foreign exchange (FX) market is one of the world's largest financial markets and a significant part of this market concerns the trading of FX swaps. For banks and other financial institutions, it is of great interest to model these swaps as accurately as possible, as this could improve their risk management. READ MORE

3. 2. Hedging of a foreign exchange swapbook using Stochastic programming

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Emma Bohlin; Jonatan Harling; [2021]
   Keywords : term structure measurement; optimization; hedging; foreign exchange swaps; interest rates; FX; stochastic programming;

   Abstract : A large part of the foreign exchange market concerns the trading of FX swaps. While entering a position in a FX swap does not cost any money, banks earn money on FX swaps when their customers cross the bid/ask spread, creating a perceived transaction costs for the swaps. READ MORE

4. 3. Foreign Exchange Risk Management Practices : A Study of Swedish Medium- and Large-sized Companies

   University essay from IHH, Företagsekonomi

   Author : Catrin Jakobsson; Daniel Edvardsen; Ola Henriksson; [2009]
   Keywords : Exchange risk; Hedging; Leading; Lagging; Swaps; Invoice Currency; Valutarisk; Hedging; Leading; Lagging; Swaps; Invoice Currency;

   Abstract : Purpose: The purpose of the thesis is to describe which foreign exchange risk techniques that are used by medium- and large-sized Swedish companies within the Jönköping region, and how they as well as a bank evaluate the techniques in the current recession. Background: The reason why companies decide to expand their operations abroad is to take advantage from imperfections in other national markets. READ MORE

5. 4. Exchange rate risk in Automobile Industry: An Empirical Study on Swedish, French and German Multinational Companies.

   University essay from Handelshögskolan vid Umeå universitet

   Author : Lyna Alami Barumwete; Feiyi Rao; [2008]
   Keywords : Exchange rate risk; Hedging strategies; Risk management; Foreign Exchange exposure;

   Abstract : Recently, both company executives as well as national media have claimed that short currency exchange rate fluctuations are negatively affecting the stock returns of certain firms. However, most previous studies focusing on companies in the US and Asia have been unable to find empirical support for a statistically significant linkage between firm value and exchange rate risk. READ MORE