Essays about: "foreign exchange risk management"

Showing result 1 - 5 of 25 essays containing the words foreign exchange risk management.

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. Foreign Exchange Rate Derivatives and Firm Value

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Love Kalms; Maja Sterner; Lisa Sterner; [2023]
   Keywords : derivative; hedging; exchange rate exposure; firm value; Tobin’s Q; Business and Economics;

   Abstract : Using Tobin’s Q as an approximation of firm value, this paper aims to examine the effect of foreign exchange rate derivatives on firm value. Risk management is viewed by many as one of the most vital aspects of corporate- and business strategy. READ MORE

4. 3. Does hedging with derivatives create firm value?

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Albin Nilsson; August Beckman; [2023]
   Keywords : Corporate Risk Management; Hedging; Cash Holdings; Derivatives; Firm Value; Business and Economics;

   Abstract : This paper studies the impact derivative hedging has on firm value and whether the relationship is affected by differences in cash holdings. We use hand-collected data for 171 Swedish firms from various industries during the period 2016-2021 to examine the relationship. READ MORE

5. 4. The Phenomenon of Cryptocurrency and its Implementation into Businesses

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Silvia Cristina Tufan; Marcus Nilsson; Oliver Elm; [2022]
   Keywords : Bitcoin; Stablecoin; Cryptocurrency; Blockchain; Smart contract; Decentralization; Foreign Exchange; International Businesses; Strategic Management; Transaction costs; Agency theory; Business and Economics;

   Abstract : While the popularity of cryptocurrencies has seen a dramatic uptick as of late, the general phenomenon still carries with it a high level of novelty. The inception of cryptocurrencies began with Bitcoin in late 2008, making its first appearance on a cryptographic community forum, posted by a yet to be identified entity carrying the pseudonym Satoshi Nakomoto. READ MORE

6. 5. Strategies for mitigating foreign exchange risk

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Fredrik Bergman; Markus Rosén; [2021]
   Keywords : FX Risk; FX Exposure; FX Hedging; Cash Flow-at-Risk; Optimal Hedging Strategy; Business and Economics;

   Abstract : Foreign exchange risk management is important for multinational companies since changes in exchange rates can have significant effects on financial results. Following their extensive international operations, Thule Group is one such organization. READ MORE