Relevant bibliographies by topics / Exchange risks

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Exchange risks'

Author: Grafiati
Published: 28 June 2021
Last updated: 3 February 2022

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Journal articles on the topic "Exchange risks"

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Pilling, Bruce K., and Li Zhang. "Cooperative Exchange: Rewards and Risks." International Journal of Purchasing and Materials Management 28, no. 2 (March 1992): 2–9. http://dx.doi.org/10.1111/j.1745-493x.1992.tb00558.x.

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Li, Guangzhong, Jiaqing Zhu, and Jie Li. "Understanding bilateral exchange rate risks." Journal of International Money and Finance 68 (November 2016): 103–29. http://dx.doi.org/10.1016/j.jimonfin.2016.07.008.

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Lee, Joseph. "Synergies, Risks and the Regulation of Stock Exchange Interconnection." Masaryk University Journal of Law and Technology 11, no. 2 (September 30, 2017): 291–322. http://dx.doi.org/10.5817/mujlt2017-2-5.

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In this article, the author discusses the phenomenon of stock exchange interconnection and the synergies that it can bring. He investigates the methods and rationales behind various models currently employed such as the Euronext virtual model, the integration between the London Stock Exchange and the Milan Stock Exchange, and the ASEAN model in Asia. Despite the fact that there are many models of interconnection, none of them are truly interconnected in that they share a common trading platform, a single clearing house, and a single central securities depository. Divergence in national law remains a major obstacle to interconnection. This is because, notwithstanding a certain degree of harmonisation achieved in jurisdictions such as the EU, national laws continue to play an important role in regulating financial market infrastructure such as stock exchanges. Therefore, without a clear regime governing jurisdiction and applicable law, true interconnection is unlikely to be achieved.
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Clare, Gregory, and Ira N. Gang. "Exchange Rate and Political Risks, Again." Emerging Markets Finance and Trade 46, no. 3 (May 2010): 46–58. http://dx.doi.org/10.2753/ree1540-496x460303.

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Mathur, Ike. "Managing Foreign Exchange Risks: Organisational Aspects." Managerial Finance 11, no. 2 (February 1985): 1–6. http://dx.doi.org/10.1108/eb013544.

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Mathur, Ike. "Managing Foreign Exchange Risks: Strategy Considerations." Managerial Finance 11, no. 2 (February 1985): 7–11. http://dx.doi.org/10.1108/eb013545.

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Glaum, Martin. "Strategic management of exchange rate risks." Long Range Planning 23, no. 4 (August 1990): 65–72. http://dx.doi.org/10.1016/0024-6301(90)90153-u.

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Ree, Jack Joo K., Kyoungsoo Yoon, and Hail Park. "FX funding risks and exchange rate volatility." Emerging Markets Review 25 (December 2015): 163–75. http://dx.doi.org/10.1016/j.ememar.2015.08.002.

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Wang, Kuan-Min. "CAN GOLD EFFECTIVELY HEDGE RISKS OF EXCHANGE RATE?" Journal of Business Economics and Management 14, no. 5 (November 6, 2013): 833–51. http://dx.doi.org/10.3846/16111699.2012.670133.

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This study tests whether gold can effectively hedge exchange rate risks. We take into account the asymmetric characteristic of exchange rate fluctuations and use the dynamic panel threshold model in order to select gold prices in major gold-related currencies in the world: the Australian dollar, the Canadian dollar, the euro, the Indian rupee, the Japanese yen, the South African rand, and the British pound. Using monthly data from January 1999 to January 2010, with lagged one-period exchange rate returns (US dollar depreciation rate) as the threshold variable, the estimation results suggest that there are two thresholds at –7.5% and –3.7%. These can be divided into regime 1 (exchange rate returns ≤ –7.5%), regime 2 (–7.5% < exchange rate returns ≤ –3.7%), and regime 3 (exchange rate returns > –3.7%). Regarding the effectiveness of gold hedging, regime 2 is higher than is regime 3. The risk hedging effect of regime 1 is not significant because it might be caused by the excessive devaluation of the US dollar in the short-term and the overshooting of the exchange rate adjustment, making gold unable to hedge the devaluation risks of the US dollar.
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Nakamura, Chikafumi. "Exchange rate risks in a small open economy." Journal of Financial Economic Policy 8, no. 3 (August 1, 2016): 348–63. http://dx.doi.org/10.1108/jfep-10-2015-0060.

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Purpose This study aims to analyze exchange rate risks and the choice of exchange rate policies in a small open economy indebted in foreign currency, incorporating the financial accelerator mechanism. Design/methodology/approach To examine discussions on the fear of floating, this study develops a dynamic stochastic general equilibrium model in which a small open economy model has an open economy financial accelerator mechanism as the external borrowing restriction. The author then compares and analyzes the macroeconomic dynamics in response to an exchange rate shock under different exchange rate systems. Findings The most interesting finding is that the currency peg for a foreign currency used in borrowing is more efficient than the trade-weighted currency basket policy, regardless of trade openness or trade share. Practical implications The result implies that in discussions on the fear of floating, more attention needs to be paid to exchange rate risks in finance. It also suggests that exchange rate policy used to mitigate exchange rate risks in finance stabilizes macroeconomic volatility more efficiently. Originality/value The paper provides an answer to the question: which is the more serious problem in the fear of floating and to what would the regime be anchored.
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Dissertations / Theses on the topic "Exchange risks"

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Wanga, Godwill George. "Hedging Exchange Rate Risks." ScholarWorks, 2017. https://scholarworks.waldenu.edu/dissertations/3373.

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Risks associated with fluctuating exchange rates affect investment cost and investor profitability. Approximately 50% of firms in emerging markets have significant exposure to fluctuating exchange rates. Grounded in principal-agent theory (PAT), the purpose of this case study was to explore hedging strategies to mitigate risks of fluctuating exchange rates. The population comprised a census sampling of 12 bank hedgers (risk managers and controllers) in Dar es Salaam in Tanzania, East Africa. Data collection involved semistructured interviews, casual observations of the work environment, and analysis of reports including risk management, internal control, and compliance policies. Data were analyzed by coding and grouping narrative segments and significant statements into themes of participants' experience in hedging exchange rate risks. Method triangulation and member checking were used to increase the trustworthiness of interpretations. Four themes emerged directly related to the PAT conceptual framework: training and skills development, management of hedging strategies and contracts, corporate governance, and benefits to management and the organization through effective compensation programs. A focus on training and skill development helped develop appropriate exchange rate hedging strategies and corporate governance improved compliance with laws, regulations, and policies. The benefits of effective hedging strategies include a reduction in cost and increase in profitability. The findings may help improve the soundness of professional hedging practices, which will increase the stability of the Tanzanian banking system.
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Tang, Bo. "Exchange rate dynamics and risks in China : empirical evidence." Thesis, University of Sheffield, 2015. http://etheses.whiterose.ac.uk/11591/.

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In spite of a voluminous literature on the Chinese economy and its currency policy, the dynamics and risks of the Renminbi (RMB) exchange rate remain unsatisfactorily answered. To address these issues, this thesis builds upon the existing literature to investigate exchange rate dynamics and exposure in China. Generally, the thesis consists of three separate yet related empirical chapters that aim to unlock the secret of China's growth and uncertainties in the Chinese financial market, which have received much attention from policy-makers, academics and investors. Empirical evidences from four different levels are presented in this thesis. At the country level, it examines the linkage between the exchange rate and economic growth and confirms that the Chinese economy is driven by the expansion of exports but exhibits little correlation with the RMB exchange rate. At the market level, spillover effects emerge from stock returns to exchange rate changes, but exchange rate changes have less impact on stock prices in the long run due to the restriction on the daily trading band of the RMB. At the industry level, significant exchange rate exposure is identified, in particular for manufacturing industries. At the firm level, exchange rate exposure presents significant size effects, which indicate that large firms relatively suffer more during the ups and downs of the exchange rate than small firms. This is explained by the expansion of global operations for large firms.
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Mahapa, Ramatlakana Realeboga. "Management of foreign exchange risks exposure by SMEs in South Africa." Diss., University of Pretoria, 2017. http://hdl.handle.net/2263/59862.

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This research report explores the strategies used by small and medium enterprises (SMEs) in managing the risks associated with foreign-exchange exposure. The research also seeks to discover the reasons why SMEs use these strategies and whether or not they have been effective in managing the risk of foreign exchange exposure. The abandonment of the Bretton Woods system brought a new era of floating foreign exchange rates that led to volatility in the global currency market. Studies have found that SMEs are more vulnerable to fluctuations in the exchange rate than their larger counterparts, which can hedge or absorb the shock. Exploratory research design was used to answer the research questions. A total of ten participants were interviewed for this study and a thematic analysis was carried out on the transcripts. The study found that SMEs use a hybrid method of combining hedging instruments and spot rates to manage the risks associated with foreign exchange. The reason for participants using this strategy is that they have no knowledge of alternatives, as they regard their competitors as in the same situation as they are, and therefore have a reason to investigate alternative strategies.
Mini Dissertation (MBA)--University of Pretoria, 2017.
pa2017
Gordon Institute of Business Science (GIBS)
MBA
Unrestricted
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Mukoyi, Lenia Sithabiso. "Effects of investment style risks on expected returns on the Johannesburg Stock Exchange: A cross-sector analysis." University of Western Cape, 2020. http://hdl.handle.net/11394/7424.

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Magister Commercii - MCom
Market Segmentation and style investing have become an essential part of security management over the past 40 years. There are many factors that separate the market, these include economy, investor behaviours, and specific anomalies. Apart, from the segmentation, investors lean towards a few tested investment styles and sectors, which hinder growth, while, dividing the market further. Thus, a major question arises on what really drives asset performance in the South African equity market. An evaluation of the relationship between sector performance and style anomalies over time is essential.
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Zhang, Cui. "Exchange rate risks in trade and investment between South Africa and the developed countries / by Cui Zhang." Thesis, North-West University, 2009. http://hdl.handle.net/10394/3111.

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The current international monetary system is very different from that of a few decades ago. Many of the old restrictions that had been placed on currency and capital movements between countries have fallen away in favour of a much more liberal international payment and investment system. The global financial arena is now characterized by greater currency instability, volatility and heightened financial risks. Exchange Rate risk is one of the complex topics in the economic world. Since there are so many factors in the financial market that influence a country's currency value, it becomes very risky for importers, exporters and portfolio investors to be involved in the international trade and financial markets. The purpose of this study is to gain an understanding on how the major economic indicators have an impact on the decision-making of the importers, the exporters and investors, to further influence the volatility of the Rand; and to provide various hedging and arbitraging strategies to reduce foreign exchange rate risks. The layout of the study is based on six chapters. Chapter 1 focuses on the background and scope of the study, mainly explaining the reasons, objectives and methodology of this study. An historical overview takes place in chapter 2, where a number of different exchange rate systems will be discussed. Chapter 3 reviews different exchange rate theories in order to support the empirical study in the next chapter. Chapter 4 focuses on an investigation and comparative study on how foreign investments and trade with developed countries have an impact on currency values and visa-versa. A number of management strategies for reducing exchange rate risks are introduced in chapter 5. Chapter 6 is the summary and conclusion of the research.
Thesis (M.Com. (Economics))--North-West University, Vaal Triangle Campus, 2009.
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Bozovic, Milos. "Risks in Commodity and Currency Markets." Doctoral thesis, Universitat Pompeu Fabra, 2009. http://hdl.handle.net/10803/7388.

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This thesis analyzes market risk factors in commodity and currency markets. It focuses on the impact of extreme events on the prices of financial products traded in these markets, and on the overall market risk faced by the investors. The first chapter develops a simple two-factor jump-diffusion model for valuation of contingent claims on commodities in order to investigate the pricing implications of shocks that are exogenous to this market. The second chapter analyzes the nature and pricing implications of the abrupt changes in exchange rates, as well as the ability of these changes to explain the shapes of option-implied volatility "smiles". Finally, the third chapter employs the notion that key results of the univariate extreme value theory can be applied separately to the principal components of ARMA-GARCH residuals of a multivariate return series. The proposed approach yields more precise Value at Risk forecasts than conventional multivariate methods, while maintaining the same efficiency.
El objetivo de esta tesis es analizar los factores del riesgo del mercado de las materias primas y las divisas. Está centrada en el impacto de los eventos extremos tanto en los precios de los productos financieros como en el riesgo total de mercado al cual se enfrentan los inversores. En el primer capítulo se introduce un modelo simple de difusión y saltos (jump-diffusion) con dos factores para la valuación de activos contingentes sobre las materias primas, con el objetivo de investigar las implicaciones de shocks en los precios que son exógenos a este mercado. En el segundo capítulo se analiza la naturaleza e implicaciones para la valuación de los saltos en los tipos de cambio, así como la capacidad de éstos para explicar las formas de sonrisa en la volatilidad implicada. Por último, en el tercer capítulo se utiliza la idea de que los resultados principales de la Teoria de Valores Extremos univariada se pueden aplicar por separado a los componentes principales de los residuos de un modelo ARMA-GARCH de series multivariadas de retorno. El enfoque propuesto produce pronósticos de Value at Risk más precisos que los convencionales métodos multivariados, manteniendo la misma eficiencia.
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Zlámalíková, Lucie. "Zhodnocení finanční situace mezinárodně působícího podniku a návrhy na její zlepšení." Master's thesis, Vysoké učení technické v Brně. Fakulta podnikatelská, 2021. http://www.nusl.cz/ntk/nusl-443144.

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The diploma thesis focuses on the evaluation of the financial situation of a selected internationally operating company. The work consists of a total of three parts, while the theoretical part mentions concepts related to the assessment of financial health. The analytical part includes an analysis of the current state of the company and the market. And in the last part, a proposal to improve the financial situation of the selected company is addressed.
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Haiyan, Wang. "Home-country determinants of outward FDI: Evidence from BRICS economies and five developed countries." Thesis, Uppsala universitet, Företagsekonomiska institutionen, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-316709.

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This paper studies the home-country determinants of outward FDI with a focus on nine empirically recognized host-country determinants of inward FDI, namely market size, labor cost, exchange rate, inflation, interest rate, political risks, corruption, openness, and technology. Based on a panel with 183 observations from BRICS and five developed countries (Australia, Germany, Japan, UK, US), evidence is found that market size, inflation, interest rate, political risks, and openness have significant influence on FDI outflows. Moreover, the results of this study show that there are striking differences between developing and developed countries regarding to the drivers for outward FDI.
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Ozgen, Tolga. "Market efficiency and hedging foreign exchange risk : evidence from Turkey." Thesis, University of Aberdeen, 2014. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=210802.

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Rossi, Luiz Egydio Malamud. "Estudo de três metodologias para determinação do custo de capital internacional : análise comparativa e validação dos modelos." Universidade de São Paulo, 2007. http://www.teses.usp.br/teses/disponiveis/12/12139/tde-14052008-152910/.

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O processo de globalização integrou mercados, aumentou o fluxo de capitais entre os países e, apesar da maior abundância de capitais, aumentou a disputa entre países emergentes e desenvolvidos por recursos oriundos do exterior. Em decorrência dessa maior dependência de recursos externos, a capacidade de atrair investimentos se tornou um fator importante para determinar a competitividade do país no cenário internacional. Os investidores consideram a relação entre risco percebido e retorno esperado ao alocar seus recursos internacionalmente e, dessa forma, a correta mensuração do risco incorrido deve ser compatível com a remuneração esperada pelo investimento. Possíveis efeitos da incorreta percepção de risco pelos investidores são a redução do valor dos ativos locais, a maior saída de recursos em decorrência de altos dividendos ou juros e a redução na entrada de recursos do exterior por inibir investidores que buscam opções de baixo risco. Devido a esses efeitos na economia dos países dependentes de recursos, estudaram-se nesta tese três metodologias usualmente empregadas pelos investidores no apreçamento do custo de capital internacional. Essas metodologias de apreçamento analisadas se baseiam em medidas de risco distintas, o que acarretou a inclusão neste trabalho das análises dos riscos que compõem cada modelo. Buscou-se evidenciar se os retornos mensais dos mercados acionários dos países podem ser explicados por três metodologias: o iCAPM, International Capital Asset Pricing Model; o ICC, International Cost of Capital, que utiliza as classificações de crédito dos países, e o GS, modelo da Goldman Sachs, que inclui a diferença das taxas de juros dos títulos soberanos emitidos pelos países em uma mesma moeda. Essas foram estudadas e avaliou-se qual apresenta os resultados mais consistentes para explicar os retornos dos mercados acionários dos países, ou seja, qual é a melhor metodologia de apreçamento do custo do capital internacional. O modelo GS apresentou o maior poder de explicação dos retornos dos países.
The globalization process integrated markets and increased the capital flow through the countries and enhanced the dispute for international money flow by emergent and developed countries despite these funds supply increasing. In result of this higher dependence for external resources, the capacity to attract investments became an important factor to determine the competitiveness of the country in the international scenario. Investors consider the relation between perceived risk and expected return when allocating its resources internationally and the correct estimation of the incurred risk must be compatible with the expected investment return rate. Possible effects of the incorrect perception of risk by the investors are the reduction of the value of the local assets, the higher money outflow as result of higher dividends or interests, and the reduction in the funds inflow for inhibiting investors who search lower risk alternatives. Considering that the incorrect estimation of the international cost of capital can significantly burden the economy of the developing countries we studied methodologies usually utilized by the investors when determining the international capital cost. These analyzed methodologies are based on distinct measures of risk and because that we included in this work analyses of the risks that each model are based on. We studied if capital markets monthly returns can be explained by three methodologies: iCAPM, international capital asset pricing model; the ICC, international cost of capital, that uses the classifications of credit of the countries; and the GS, Goldman Sachs model, that consider the difference of the sovereign bonds issued by different countries in the same currency. We evaluated these three methodologies based on distinct premises of risk and searched to evaluate that one that presents the most consistent results to explain the equity markets returns of the countries, that is, the best methodology of to determine the international cost of capital. The GS model had the best performance to measure the countries capital markets returns.
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Books on the topic "Exchange risks"

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Rooney, Stephen. Currency risks in international equity portfolios. Dublin: University College Dublin, 1993.

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Effective controlof currency risks: A practical comprehensive guide. Basingstoke: Macmillan, 1987.

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Effective control of currency risks: A practical, comprehensive guide. New York: St. Martin's Press, 1988.

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Clas, Wihlborg, ed. Macroeconomic uncertainty: International risks and opportunities for the corporation. Chichester [West Sussex]: Wiley, 1987.

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Butler, Kirt Charles. Multinational finance: Evaluating opportunities, costs, and risks of operations. 5th ed. Hoboken, NJ: Wiley, 2012.

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Multinational finance: Evaluating opportunities, costs, and risks of operations. 5th ed. Hoboken, NJ: Wiley, 2012.

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Caballero, Ricardo J. International liquidity illusion: On the risks of sterilization. Cambridge, MA: National Bureau of Economic Research, 2001.

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Roth, Paul. Mastering foreign exchange and money markets: A step-by-step guide to the products, applications and risks. London: FT Pitman, 1996.

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Ford, David. Mastering exchange traded equityderivatives: Step-by-step guide to the markets, applications and risks. London: Pitman, 1995.

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Ford, David. Mastering exchange traded equity derivatives: A step-by-step guide to the markets, applications & risks. London: FT Pitman Market Editions, 1997.

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Book chapters on the topic "Exchange risks"

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Lee, Eun Sup. "Foreign Exchange Risks." In Management of International Trade, 255–67. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-30403-3_8.

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Jacque, Laurent L. "Exchange Risks in International Trade." In Management and Control of Foreign Exchange Risk, 237–71. Dordrecht: Springer Netherlands, 1996. http://dx.doi.org/10.1007/978-94-009-1806-1_8.

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Riboud, Jacques. "Exchange Risks and Real Interest Rates." In A Stable External Currency for Europe, 106–13. London: Palgrave Macmillan UK, 1991. http://dx.doi.org/10.1007/978-1-349-11821-2_10.

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Chohan, Usman W. "Initial Coin Offerings (ICOs): Risks, Regulation, and Accountability." In Cryptofinance and Mechanisms of Exchange, 165–77. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-30738-7_10.

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Raczkowski, Konrad, Marian Noga, and Jarosław Klepacki. "Strategic Risks of Investing in Stock Exchange." In Risk Management in the Polish Financial System, 186–234. London: Palgrave Macmillan UK, 2015. http://dx.doi.org/10.1057/9781137549020_5.

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Szafarczyk, Ewa. "Foreign Exchange Reserves – Protection Connected with Financial Risks." In Asset Management at Central Banks and Monetary Authorities, 347–63. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-43457-1_21.

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Buszko, Michał. "Profits and Risks of Foreign Exchange Mortgage Loans: Case of Poland." In Business Challenges in the Changing Economic Landscape - Vol. 1, 129–45. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-22596-8_9.

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Taylor, Anna, Gilbert Siame, and Brenda Mwalukanga. "Integrating Climate Risks into Strategic Urban Planning in Lusaka, Zambia." In Climate Risk in Africa, 115–29. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-61160-6_7.

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AbstractThis chapter explores opportunities provided by strategic urban planning to mainstream climate risk considerations into the development decisions of city governments. It does so by describing the ways in which the climate-related information co-produced within the Future Resilience of African Cities and Lands (FRACTAL) project was integrated into the preparation of the Lusaka City Council Strategic Plan 2017–21. The chapter concludes by presenting four lessons emerging from the efforts at integrating climate information into the strategic planning process in Lusaka, Zambia: Lesson (1) Trust and relationships are key to sharing data and information needed to build a compelling case for managing climate risks; Lesson (2) Enable a variety of stakeholders to engage with climate information; Lesson (3) There needs to be an enabling legal, policy and financing framework; Lesson (4) Prepare to meet resistance; skilled intermediaries and city exchange visits help.
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Sakai, Yasuhiro, and Keisuke Sasaki. "Information Exchange among Firms and Their Welfare Implications (Part III): Private Risks and Oligopoly Models." In New Frontiers in Regional Science: Asian Perspectives, 109–38. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-10-0101-7_6.

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Kutyłowski, Mirosław, Piotr Syga, and Moti Yung. "Emerging Security Challenges for Ubiquitous Devices." In Security of Ubiquitous Computing Systems, 3–18. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-10591-4_1.

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AbstractIn this chapter we focus on two important security challenges that naturally emerge for large scale systems composed of cheap devices implementing only symmetric cryptographic algorithms. First, we consider threats due to poor or malicious implementations of protocols, which enable data to be leaked from the devices to an adversary. We present solutions based on a watchdog concept—a man-in-the-middle device that does not know the secrets of the communicating parties, but aims to destroy covert channels leaking secret information. Second, we deal with the problem of tracing devices by means of information exchanged while establishing a communication session. As solutions such as Diffie-Hellman key exchange are unavailable for such devices, implicit identity information might be transmitted in clear and thereby provide a perfect means for privacy violations. We show how to reduce such risks without retreating to asymmetric algorithms.
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Conference papers on the topic "Exchange risks"

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Biffl, Stefan, Arndt Luder, F. Rinker, L. Waltersdorfer, and D. Winkler. "Quality Risks in the Data Exchange Process for Collaborative CPPS Engineering." In 2019 IEEE 17th International Conference on Industrial Informatics (INDIN). IEEE, 2019. http://dx.doi.org/10.1109/indin41052.2019.8972322.

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Clemons, E. K., and L. M. Hitt. "Poaching and the misappropriation of information: transaction risks of information exchange." In 37th Annual Hawaii International Conference on System Sciences, 2004. Proceedings of the. IEEE, 2004. http://dx.doi.org/10.1109/hicss.2004.1265504.

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Peng, Hui, and Linyu Niu. "Two-Way Exchange of Virtual Currency: Future Tendency and Inherent Risks." In 2009 International Conference on Future Networks, ICFN. IEEE, 2009. http://dx.doi.org/10.1109/icfn.2009.20.

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Абдурахманов, Артем Сергеевич, and Елена Валерьевна Жегалова. "FOREIGN EXCHANGE RISK OF A COMMERCIAL BANK AND METHODS OF ITS MANAGEMENT." In Сборник избранных статей по материалам научных конференций ГНИИ «Нацразвитие» (Санкт-Петербург, Май 2021). Crossref, 2021. http://dx.doi.org/10.37539/may316.2021.12.71.001.

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В статье рассмотрены виды валютного риска, представлены разнообразные стратегии по его регулированию. Приведена последовательность этапов управления и даны характеристики технических и административных методов минимизации валютных рисков. The article analyzes the types of currency risk, presents a variety of strategies for its regulation. The sequence of management stages is given and the characteristics of technical and administrative methods for minimizing the manifestations of currency risks are given.
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5

Wang, X. Q., and B. Gao. "Dynamic measurement and evaluation on foreign exchange risks of international construction projects." In 2012 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM). IEEE, 2012. http://dx.doi.org/10.1109/ieem.2012.6838117.

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6

Syarifuddin, Ferry. "Governance Aspect of Foreign-Exchange Policy in Indonesia." In International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01288.

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While most recent central bank’s foreign-exchange interventions have been directed at mitigating speculative currency pressures and reducing risks to price instability, as well as curbing volatility in capital flows, the good governance implementation plays significant role in making the foreign-exchange operations done in efficient and effective way. For Bank Indonesia, the implementation of foreign exchange policy strategy followed governance principle is essential and geared toward price and financial system stability. In practice, the objective is reached through foreign-exchange intervention policy combined with other monetary and macroprudential policy called policy mix.
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7

Pejović, Biljana, Dragana Trifunović, and Aleksandra Živaljević. "CASH FLOW FORECASTING FOR INTERNATIONAL PROJECTS IN THE PROCESS OF CAPITAL BUDGETING DURING THE COVID-19." In Fourth International Scientific Conference ITEMA Recent Advances in Information Technology, Tourism, Economics, Management and Agriculture. Association of Economists and Managers of the Balkans, Belgrade, Serbia, 2020. http://dx.doi.org/10.31410/itema.2020.129.

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By predicting cash flows in the capital budgeting procedure, the profitability of an investment at the international level is determined in advance. Although investing globally provides greater opportunities for earnings, cost reduction and business diversification, all risks posed by international business must be considered when choosing a discount rate. In addition to the risks inherent in cross-border business such as exchange rate risk, country risk, the risks caused by the pandemic crisis, which relate primarily to measures taken by states to protect the population by introducing quarantine, restricting the flow of people, goods and capital, as well as activities that are endangered by a pandemic, must be considered too. If all the risks that determine the discount rate are well assessed, the cash flow forecast will be more accurate.
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Murni, Derita, and Marwan. "Effect of Performance and Financial Risks Banking on State Income in Indonesia Stock Exchange." In 4th Padang International Conference on Education, Economics, Business and Accounting (PICEEBA-2 2019). Paris, France: Atlantis Press, 2020. http://dx.doi.org/10.2991/aebmr.k.200305.069.

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9

Reusner, Florian, Miriam Pöhner, and Markus Bresinsky. "The Joint Effort Workshop as a tool for Knowledge Management and competence development." In Fifth International Conference on Higher Education Advances. Valencia: Universitat Politècnica València, 2019. http://dx.doi.org/10.4995/head19.2019.9305.

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Cybersecurity is a complex global phenomenon where the risk for individuals, organisation and the society at large are at risk. These risks need to be in focus and solutions for the prevention and developing countermeasures. In this paper, we describe the Joint Effort Workshop as an approach to raise awareness to these threads and the possibility to generate and exchange knowledge between students and experts. We conclude that mechanisms for systematic response to attacks need the developed technical requirements, but foremost human behaviour, knowledge and resilience to response to risks, which can be experienced through the collaborative environment of the Joint Effort Workshop
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Asahi, Toshimasa, Toshimasa Asahi, Kazuhiko Ichimi, Kazuhiko Ichimi, Kuninao Tada, and Kuninao Tada. "NUTRIENT DYNAMICS IN EELGRASS (ZOSTERA MARINA) MEADOW AND THE VARIATION OF NUTRIENT CONTENTS OF EELGRASS." In Managing risks to coastal regions and communities in a changing world. Academus Publishing, 2017. http://dx.doi.org/10.21610/conferencearticle_58b4316623b72.

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Nutrient dynamics in seagrass beds and nutrient demands of seagrass biomass are not clear, although nutrient uptake of seagrass has been experimentally studied in the laboratory. We conducted the field observations and the bottom sediment core incubations to estimate nutrient fluxes in the seagrass, Zostera marina meadow. DIN (nitrate, nitrite and ammonium) concentrations were always low particularly during the Z. marina growing season (from spring to summer), and water exchanges caused by tidal currents hardly supplied nutrient demand for Z. marina. Sediment pore water also supplied insufficient nutrients to Z. marina, because pore water had less volume than the water column, although DIN concentrations of pore water were 10-100 fold higher than those of the water column. Nutrient flux from sediment to water column estimated by the sediment core incubation experiments showed a similar rate with tidal water exchange. Thus, our results suggested that Z. marina adapted for low nutrient concentrations and each nutrient source in the Z. marina meadow slightly contributed but could not support Z. marina growth. We found that another nutrient source, for example, precipitation, supplied high DIN to the Z. marina meadow. After rainfall, the DIN concentration of seawater in the Z. marina meadow increased 2-5 times higher. Moreover, nitrogen content of eelgrass also increased 2-3 times higher during several days. Those results suggested that Z. marina was usually exposed to a low nutrient concentration but could uptake abundant nutrients from temporary nutrient supplies such as precipitation.
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Reports on the topic "Exchange risks"

1

Chernov, Mikhail, Drew Creal, and Peter Hördahl. Sovereign Credit and Exchange Rate Risks: Evidence from Asia-Pacific Local Currency Bonds. Cambridge, MA: National Bureau of Economic Research, July 2020. http://dx.doi.org/10.3386/w27500.

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2

Obstfeld, Maurice, and Kenneth Rogoff. Risk and Exchange Rates. Cambridge, MA: National Bureau of Economic Research, August 1998. http://dx.doi.org/10.3386/w6694.

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3

Hodrick, Robert. Risk, Uncertainty and Exchange Rates. Cambridge, MA: National Bureau of Economic Research, November 1987. http://dx.doi.org/10.3386/w2429.

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4

Benigno, Gianluca, Pierpaolo Benigno, and Salvatore Nisticò. Risk, Monetary Policy and the Exchange Rate. Cambridge, MA: National Bureau of Economic Research, June 2011. http://dx.doi.org/10.3386/w17133.

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Bergin, Paul, and Ivan Tchakarov. Does Exchange Rate Risk Matter for Welfare? Cambridge, MA: National Bureau of Economic Research, August 2003. http://dx.doi.org/10.3386/w9900.

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Dumas, Bernard, and Bruno Solnik. The World Price of Foreign Exchange Risk. Cambridge, MA: National Bureau of Economic Research, September 1993. http://dx.doi.org/10.3386/w4459.

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7

Engel, Charles. Exchange Rates, Interest Rates, and the Risk Premium. Cambridge, MA: National Bureau of Economic Research, March 2015. http://dx.doi.org/10.3386/w21042.

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Burnside, Craig, Mario Cerrato, and Zhekai Zhang. Foreign Exchange Order Flow as a Risk Factor. Cambridge, MA: National Bureau of Economic Research, May 2020. http://dx.doi.org/10.3386/w27199.

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9

Svensson, Lars E. O. The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk. Cambridge, MA: National Bureau of Economic Research, October 1990. http://dx.doi.org/10.3386/w3466.

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10

Marston, Richard. Interest Differentials Under Fixed and Flexible Exchange Rates: The Effects of Capital Controls and Exchange Risk. Cambridge, MA: National Bureau of Economic Research, April 1992. http://dx.doi.org/10.3386/w4053.

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