Managing currency risk non-financial companies: methods and tools

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The article deals methodological aspects currency risk management non-financial company in conditions of uncertainty. The proposed economic mechanism of analysis and assessment of currency of RiskMetrics. The developed algorithm for risk assessment based on statistical modeling (Monte-Carlo). Consider a practical example of the calculation of the currency risk of the Group companies and their elimination with the use of derivative financial instruments.

Riskmetrics, currency police, currency risk, monte-carlo, elimination of risks, hedging, derivatives

Короткий адрес: https://sciup.org/14875757

IDR: 14875757

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