Essays about: "foreign exchange risk management in banks"

Showing result 1 - 5 of 7 essays containing the words foreign exchange risk management in banks.

  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. Resolving the Exchange Rate Puzzle

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Oskar Rosberg; Erik Graf; [2015]
    Keywords : Exchange rate exposure; Switzerland; SIX Swiss Exchange; Currency peg; Firm value;

    Abstract : This paper aims to contribute to the current discussion on the effects of exchange rate exposure on firm value. Particularly, it makes an attempt to resolve the exchange rate puzzle, a phenomenon based on the ambiguous results derived from existing literature. READ MORE

  5. 4. Determinant Influence on Hedging Strategies - A case study of AB Volvo, AB SKF and Getinge AB

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Linn Birnbo; Sofie Wernersson; [2013-07-02]
    Keywords : Currency risk management; Foreign exchange rate risk; Hedging; Netting; Hedging Strategy; Determinants;

    Abstract : Background and Problem: Most internationally operating companies are exposed to foreign exchange risk. Companies who hedge their currency exposure strive to minimize the effect of unfavourable foreign exchange rate movements since it can have a negative impact on companies’ operational results. READ MORE

  6. 5. International Real Estate Investments : – The Practice of Currency Risk Management

    University essay from KTH/Fastigheter och byggande

    Author : Anna Öhrn; [2013]
    Keywords : Foreign Currency Exchange Rate Risk; Real Estate; Valutakursrisk; Fastigheter;

    Abstract : Globalization is a fact in a lot of businesses today, something that is also relevant in the real estate industry. The currency differs depending on where investments are made and as a result of this real estate investors also face currency risks in addition to all other real estate related risks they already need to manage. READ MORE