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1. Estimating “Net” Cash Flows in Each Currency 2. Measuring the Potential Impact of the Currency Exposure a. Measurement of Currency Variability b. Currency Variability over Time c. Measurement of Currency Correlations d. Applying Currency Correlations to net Cash Flows e. Currency Correlations over Time C. Transaction Exposure
3. Assessing Transaction Exposure Based on ValueatRisk a. Factors That Affect the Maximum Oneday Loss b. Applying VAR to Longer Time Horizons c. Applying VAR to Transactio...
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