Foreign Exchange Risk Management (Fast Track) - Prof. Rahul Danait (English) for May 21, Nov 21


Expire On: 30 Nov 2021

Welcome to Chapter 1 of Prof. Rahul Danait (English). This is applicable for May/Nov 21 exams and onwards. This chapter covers Spot Rates, Currency Risk, Product and Price, Direct and Indirect Quotes, Bid, Ask and Spread, IDQ for Bid and Ask, Cross Currency - Single Quote, Cross Currency - Two Way Quotes-Exporter, Cross Currency - Two Way Quotes- Importer, Forward Contracts, Appreciation and Depreciation of Currency, Swap Points, Exchange Margins, Special Cases in Forward Contract - Honour, Cancellation and Extension, Money Market Hedging - For Exporter, Money Market Hedging - For Importer, Netting, Triangular Arbitrage, Determination of Forward Rate, Covered Interest Arbitrage, Interest Rate Differential, Determination of Forward Rate, Nostro, Vostro and Loro, Exchange and Cash Position, 1. Nostro, Vostro and Loro Accounts, 1.1 Exchange Position, 1.2 Cash Position, 2.1 American Term and European Term, 2.2 Direct and Indirect Quote, 2.3 Bid, Offer and Spread, 2.4 Cross Rates, 2.5 Pips, 2.6 Forward Exchange Rate Quotation, 2.7 Forward Point Determination, 2.8 Broken Period Forward Rate, 2.9 Merchant Rates, 3. Exchange Rate Forecasting, 4. Exchange Rate Determination, 5.1 Interest Rate Parity (IRP), 5.2 Purchasing Power Parity (PPP), 5.3 International Fisher Effect (IFE), 6. Foreign Exchange Market, 7. Foreign Exchange Exposure, 7.1.1 Transaction Exposure, 7.1.2 Translation Exposure, 7.1.3 Economic Exposure, 8. Hedging Currency Risk, 9. Forward Contract, 9.2 Fate Of Forward Contract, 9.3 Non-deliverable Forward Contract, 9.4 Rollover of Deliverable Forward Contract, 10. Derivatives and Swaps, 13. Strategies for Exposure and it's Questions.

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What you'll learn

Strategic Financial Management

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