guide on FX hedging for small and medium enterprises. It should help a treasurer to setup and/or improve their FX hedging …

optimal hedge ratio given the outcome of past hedging decisions and future expectations. The model implies that the optimal … 2015 and find strong evidence for the model's predictions. By adding a dynamic regret approach to the hedging and FX … literature we shed further light on the rationale behind selective hedging. …

the optimal hedge ratio for a multi-national corporate that aims to minimize the cost of hedging at a given tolerance … level of expected loss arising out of FX movement. The paper illustrates both parametric and historical methods of VaR … of hedges, and condensation of the parameters governing hedging decision into a single, intuitively-appealing number. The …

the optimal hedge ratio in the case of hedging transaction risks with forwards is described. -- Currency Risk … ; Transaction Risk ; Currency Forwards ; Optimal Hedging …

Operational hedging techniques such as risk sharing, currency collars, and a hybrid arrangement can be used when … transactions are subject to unexpected changes in the nominal exchange rate. These hedging devices utilise a risk sharing parameter …

Contemporary corporate risk management with its diverse facets and categories commonly involves the usage of derivative … risk categories in terms of derivative usage are foreign exchange (FX) and interest rate (IR) risk. Empirical evidence in … these areas is rare and often relies on alternative indicators of derivative usage due to a limited availability of adequate …