Managing foreign exchange exposures in the context of ending the currency commitment of the CNB

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F62156489%3A43110%2F17%3A43913839" target="_blank" >RIV/62156489:43110/17:43913839 - isvavai.cz</a>
Result on the web
<a href="https://www.ekf.vsb.cz/export/sites/ekf/frpfi/.content/galerie-souboru/2017/proceedings/Part_II_final.pdf" target="_blank" >https://www.ekf.vsb.cz/export/sites/ekf/frpfi/.content/galerie-souboru/2017/proceedings/Part_II_final.pdf</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Managing foreign exchange exposures in the context of ending the currency commitment of the CNB
Original language description
This paper deals with problematics of managing foreign exchange risk during the period of the CNB's exchange rate commitment. The paper includes recommendations and suggestions of solutions for Czech export enterprises. Specifically, the paper recommends methods of alternative scenarios for quantifying foreign exchange risk during the period of foreign exchange intervention of the CNB. The elimination of transaction exposure is recommended by hedging via short-term forward contracts, i.e. one months, two months, three months forward. The elimination of pre-transaction exposure is advised by hedging with options contracts.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Financial Management of Firms and Financial Institutions: 11th International Scientific Conference Proceedings
ISBN
978-80-248-4138-0
ISSN
2336-162X
e-ISSN
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Number of pages
8
Pages from-to
328-335
Publisher name
Vysoká škola báňská -Technická univerzita Ostrava
Place of publication
Ostrava
Event location
Ostrava
Event date
Sep 6, 2017
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000508278200039

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