Tuesday, June 19, 2018

Types of Exchange Rate Risk

1. Transaction Exposure - I am a US investor expecting to receive 1m Euro in 2 years from a client. I don't know what the euro will be worth in 2 years.

Transaction exposure can be mitigated using derivatives. I can short a 2-year USD/EUR forward to mitigate the risk



2. Translation Exposure - this is associated with accounting when on the financial statements one currency is converted to another without necessarily any real economic gains or losses.


3. Economic Exposure - when changes in the currency rates affect the competitive standing of the business. A Russian consumer products manufacturer (with expenses and revenues in Rubles) is likely to sell more products to foreign clients if the local Russian currency devalues


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