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1. |
Record Nr. |
UNISA996385888903316 |
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Autore |
Salisbury Robert Cecil, Earl of, <1563-1612.> |
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Titolo |
Responsio ad libellum quendam famosum, Catholicæ admonitionis prætextu in vulgus sparsum [[electronic resource]] |
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Pubbl/distr/stampa |
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Londini, : Excudebat Robertus Barker, Regius typographus, Anno 1606 |
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Descrizione fisica |
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Soggetti |
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Gunpowder Plot, 1605 |
Great Britain Politics and government 1603-1625 Early works to 1800 |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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A translation of: [Robert Cecil] Earl of Salisbury. An answere to certaine scandalous papers, scattered abroad under colour of a Catholicke admonition. |
Includes one of the papers addressed to Salisbury, signed "A.B.C. &c.". |
Formerly STC 4262. |
Identified as STC 4262 on UMI microfilm reel 1059. |
Signatures: A-Eâ´. |
Reproduction of the original in the Library of Congress. |
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Sommario/riassunto |
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2. |
Record Nr. |
UNINA9910972470603321 |
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Autore |
Papaioannou Michael |
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Titolo |
Exchange Rate Risk Measurement and Management : : Issues and Approaches for Firms / / Michael Papaioannou |
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Pubbl/distr/stampa |
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Washington, D.C. : , : International Monetary Fund, , 2006 |
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ISBN |
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9786613825896 |
9781462313471 |
1462313477 |
9781452784441 |
1452784442 |
9781283513449 |
1283513447 |
9781451909685 |
1451909683 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (22 p.) |
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Collana |
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Soggetti |
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Foreign exchange rates - Mathematical models |
Risk management - Mathematical models |
Banks and Banking |
Capital and Ownership Structure |
Currencies |
Currency |
Exchange rate risk |
Financial Risk and Risk Management |
Financial risk management |
Financial services law & regulation |
Financing Policy |
Foreign currency exposure |
Foreign exchange market |
Foreign Exchange |
Foreign exchange |
Goodwill |
Government and the Monetary System |
Hedging |
Monetary economics |
Monetary Systems |
Money and Monetary Policy |
Money |
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Payment Systems |
Regimes |
Standards |
Value of Firms |
United States |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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""Contents""; ""I. INTRODUCTION""; ""II. DEFINITION AND TYPES OF EXCHANGE RATE RISK""; ""III. MEASUREMENT OF EXCHANGE RATE RISK""; ""IV. MANAGEMENT OF EXCHANGE RATE RISK""; ""V. HEDGING INSTRUMENTS FOR MANAGING EXCHANGE RATE RISK""; ""VI. HEDGING PRACTICES BY U.S. FIRMS""; ""VII. CONCLUDING REMARKS""; ""REFERENCES"" |
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Sommario/riassunto |
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Measuring and managing exchange rate risk exposure is important for reducing a firm's vulnerabilities from major exchange rate movements, which could adversely affect profit margins and the value of assets. This paper reviews the traditional types of exchange rate risk faced by firms, namely transaction, translation and economic risks, presents the VaR approach as the currently predominant method of measuring a firm's exchange rate risk exposure, and examines the main advantages and disadvantages of various exchange rate risk management strategies, including tactical versus strategical and passive versus active hedging. In addition, it outlines a set of widely accepted best practices in managing currency risk and presents some of the main hedging instruments in the OTC and exchange-traded markets. The paper also provides some data on the use of financial derivatives instruments, and hedging practices by U.S. firms. |
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