Essays about: "Exchange Rate Risk Management"

Showing result 21 - 24 of 24 essays containing the words Exchange Rate Risk Management.

1. 21. Exchange rate exposure in Swedish firms

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Fredrik Vilhelmsson; Louise Salomonsson; [2005]
   Keywords : Exchange Rate; firm value; risk management; stock value.; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : Research questions: Does the exchange rate influence the value of the stocks in a company? Is the model obtained by Doukas, Hall and Lang’s applicable to the Swedish market? Which further factors, except stock value and exchange rate, should be included in the model to give an accurate result? Does the level of foreign involvement matter? Are the results obtained in this thesis going to differ from the results obtained by Doukas, Hall and Lang’s for the Japanese stock market? Purpose: The purpose of this paper is to apply the model in Doukas, Hall and Lang’s paper (2003), in order to analyze the exchange rate exposure of Swedish firms. Further, we will examine if the foreign involvement and the market value of the firm affect the results. READ MORE

3. 22. An Optimization-Based Approach to the Funding of a Loan Portfolio

   University essay from Matematiska institutionen

   Author : Tobias Brushammar; Erik Windelhed; [2004]
   Keywords : Mathematical optimization; systems theory; Financial Optimization; Stochastic Programming; Loan and Lease Portfolio Management; Principal Component Analysis; Monte Carlo Simulation; Multi-Currency Scenario Generation; Optimeringslära; systemteori;

   Abstract : This thesis grew out of a problem encountered by a subsidiary of a Swedish multinational industrial corporation. This subsidiary is responsible for the corporation’s customer financing activities. In the thesis, we refer to these entities as the Division and the Corporation. READ MORE

4. 23. Currency Hedging Management in Global Firms. The case of Heidelberg Cement

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Astrid Söderlund; Nils Wickelgren; Christian Andersson; [2004]
   Keywords : currency hedging; risk management; exchange rate risks; parity conditions; exposure differentials; risk attitudes; financial forecasts; legal frameworks for derivatives; Heidelberg Cement; Management of enterprises; Företagsledning; management; Business and Economics;

   Abstract : Our ever-changing world has to a great extent created a need of efficient financial risk-management programs for financial institutions and corporations operating in a demanding international environment. These changes have however also increased the types of financial tools and derivatives used to handle the multifold macroeconomic exposures. READ MORE

5. 24. Hedging - More than just numbers

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Patric Cederholm; Johan Björkholtz; Johan Lund; [2003]
   Keywords : Hedging; multifactor; behavioural finance; Management of enterprises; Företagsledning; management; Business and Economics;

   Abstract : Problem statement: Exchange rates have fluctuated since the beginning of trade, and there is nothing indicating that future exchange rates will become more stable. Firms have had to construct and implement a risk management program in order to offset any imbalance caused by fluctuating exchange rate. READ MORE