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National Repository of Grey Literature 1 records found  Search took 0.00 seconds. 
Hedging currency risks in the context of Czech export
 Renč, Jan ; Žamberský, Pavel (advisor) ; Šaroch, Stanislav (referee)
The main focus of this work is on hedging of currency risks with special emphasis on the case of Czech export. In the first chapter, I create a motivation for further studying of the problem. I describe the state of export industries and the economy as a whole and how these aspects are connected to the exchange rates. In the second chapter, I explain how firms create their assumptions about future exchange rates. I also run a Monte Carlo analysis on historical data and come with predictions of my own. In the third chapter, I am discussing the relevance of using VaR models for estimating the maximum possible loss of funds due to unwanted moves in the exchange rate. Furthermore, I describe various instruments usable for hedging of currency exposure including forwards, options, swaps and other derivatives. In the final chapter of this work, I am asking financial and sales directors of 51 Czech firms about how currency risks influence their businesses and how they protect themselves against these threats.
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