Disadvantages Of Exchange Rate Risk

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Nowadays, there are more than 160 different currencies used every day to conduct various transactions all around the world. In every country prices are expressed in units of currency, either that issued by the country’s central bank or a different one in which individuals prefer to denominate their transactions. The value of the currency itself, however, can be judged only against an external reference. This reference, the exchange rate, thus becomes the fundamental price in any economy. (The Economist, 2005) Therefore, it is said that exchange rate is the price of a nation's currency in terms of another currency. In simple terms, exchange rates can be floating or fixed. Some nations prefer to fix or peg their domestic currencies to a widely…show more content…
(Madura, 2008) It is actually defined as a possible direct or indirect loss in the company’s assets and liabilities, cash flows, net profit and stock market value. To illustrate, higher cash flow volatility due to exchange rate risk may lead to reductions in firm value if firms face constraints on their internal financing and, as a consequence, incur either higher costs of raising external funds or opportunity costs of forgone profitable investment projects. (Bartram, 2007) The risk usually affects businesses, but it can also affect individual investors who make international investments. This type of risk manifests in several ways: it can be result of trading in foreign currencies, buying foreign issued securities, issuing debt which is denominated in some foreign currency or making foreign currency loans. In order to measure the impact of exchange rate changes and how to deal with this risk, we need to identify the type of exchange rate risk. There are three main types of exchange rate…show more content…
Broadly, value at risk is defined as the maximum loss for a given exposure over a given time horizon with certain percentage level of confidence. (Papaioannou, 2006) It has also been chosen by the Basel Committee on Banking Supervision as the international standard for external regulatory purpose, however VaR is a very general concept that has broad applications. The VaR methodology can be used to measure different types of risk, helping firms to effectively manage their risk. VaR is an estimate of the worst possible loss, that is the decrease in the market value of a foreign exchange position, an investment could realize over a given time period (usually 1 day), under normal market conditions within a certain level of confidence. Therefore, if it is said that a firm’s foreign exchange position has a 1-day VaR of $1 million at a 99% confidence level, it translates to firm’s expectations of seeing a $1 million decrease in the value of position during 1 day, provided the normal market conditions will prevail during that 1-day holding period. Conversely, it means that a firm will see a decrease in its assets by no more than $1 million on 99 out of 100 usual trading days, or by more than $1 million on 1 out of every 100 usual trading
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