Currencyvariabilityovertime

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Unformatted text preview: posure 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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This note was uploaded on 12/30/2010 for the course MBA FI565 taught by Professor Benard during the Spring '10 term at Keller Graduate School of Management.

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