ERM-819-19: Exchange Rate Risk Measurement and Management


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Reading Source: https://www.imf.org/external/pubs/ft/wp/2006/wp06255.pdf

Topics Covered in this Reading:

  • Introduction
  • Definition of Types of Exchange Rate Risk
  • Measurement of Exchange Rate Risk
  • Management of Exchange Rate Risk
    • Hedging Strategies
    • Hedging Benchmarks and Performance
    • Hedging and Budget Rates
    • Best Practices for Exchange Rate Risk Management
  • Hedging Instruments for Managing Exchange Rate Risk
  • Hedging Practices by U.S. Firms
  • Concluding Remarks