Managing currency risk non-financial companies: methods and tools
Автор: Shvets S.C.
Журнал: Известия Санкт-Петербургского государственного экономического университета @izvestia-spgeu
Рубрика: Финансовый сектор экономики
Статья в выпуске: 6 (102), 2016 года.
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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