Front Matter
Author:
Mr. Michael G. Papaioannou
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Front Matter Page

Monetary and Capital Markets

Authorized for distribution by Carlos Medeiros

Contents

  • I. Introduction

  • II. Definition and Types of Exchange Rate Risk

  • III. Measurement of Exchange Rate Risk

  • IV. Management of Exchange Rate Risk

    • A. Hedging Strategies

    • B. Hedging Benchmarks and Performance

    • C. Hedging and Budget Rates

    • D. Best Practices for Exchange Rate Risk Management

  • V. Hedging Instruments for Managing Exchange Rate Risk

  • VI. Hedging Practices by U.S. Firms

  • VII. Concluding Remarks

  • Tables

  • 1. Notional Amounts Outstanding of OTC Derivatives by Instrument

  • 2. Notional Amounts Outstanding of OTC Derivatives by Currency

  • 3. Notional Amounts Outstanding of OTC Foreign Exchange Derivatives by Maturity

  • 4. Derivative Financial Instruments Traded on Organized Exchanges by Instrument and Location

  • 5. Use of Derivatives Instruments by U.S. Non-financial Firms

  • 6. Objectives of Hedging Strategy by U.S. Non-financial Firms

  • 7. Choice of Foreign Exchange Instruments by U.S. Non-financial Firms

  • 8. Frequency of Derivative Valuations by U.S. Non-financial Firms

  • References

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Exchange Rate Risk Measurement and Management: Issues and Approaches for Firms
Author:
Mr. Michael G. Papaioannou