Foreign Currency
Foreign banks and foreign currency lending in emerging Europe
... between foreign bank ownership and FX lending to corporate clients may be due to reverse ...causality. Foreign banks may be more likely to enter countries where there are more clients with a demand for ...
33
HEDGING INSTRUMENTS FOR FOREIGN CURRENCY RISK
... FOREIGN CURRENCY SWAPS: A swap is an agreement in which two parties repay each other‟s original loan amounts that ...form currency swap involve exchanging repayment of two fixed interest rate loan ...
8
Foreign currency borrowing, exports and firm performance: evidence from a currency crisis
... in foreign currency and thus can obtain better financing ...in foreign currency takes the risk of being unable to service its debt following a depreciation of the domestic currency and ...
47
Pricing Foreign Currency and Cross-Currency Options Under GARCH
... pricing foreign currency and cross-currency options, which is capable of accommodating existing empirical ...the foreign asset price, and generalize the local risk-neutral valuation principle ...
26
An Overview of Foreign Currency Exposure
... of foreign currency accounting the “assets and liabilities of a self-sustaining operation to be re-valued/translated at the prevailing year end exchange rate, and the income statement items are translated ...
5
Choosing the Currency Structure of Foreign currency Debt: a Review of Policy Approaches
... is derived from the probability mass in the tail of the distribution for the value of assets at a given point in time. The tail containing the probability of default is cut off by the distress barrier. One can use the ...
30
Dynamics of Foreign Currency Lending in Turkey
... in foreign currency from banks operating in ...of foreign currency lending in Turkey at least in the sense of consumer ...of foreign currency lending for banks in Turkey in the ...
25
Foreign Currency Exposure and Hedging: Evidence from Foreign Acquisitions
... the currency of the target firm, and the return on the value-weighted ...any currency derivative" is an indicator variable set to one for firms that use currency derivatives after the deal, and ...
33
Foreign currency lending
... bank’s currency and firms borrowing in their own domestic ...the currency of denomination, in which case interest rate differentials across countries are exactly offset by expected future changes in ...
70
The Foreign Currency Regime and Policy in Romania
... of foreign currency activities, thus being necessary a continous arrangement /adaptation both for foreign currency policy and course policy to market ...of foreign currency ...
5
Government Borrowing, Bank Liquidity and Interest Rates Quarterly Economic Commentary Special Article, September 1980
... of domestic foreign currency deposits which were financing increases in foreign currency lending within the state, greater use of the Central Bank's short term credit facility to the non[r] ...
14
Asymmetric shocks on its head and lender of last resort theories of optimal currency areas
... short-term foreign exchange funding needs that outstrip the resources of its central ...limited foreign currency exposure, but its domestic customers do ...in foreign currency, ...
12
Impact of Exchange Rate Movements on Indian Firm Performance
... Abstract This paper presents the research results on the impact of real effective exchange rate (REER) on Indian firm performance. The analysis is based on a multivariate regression model, for the time period from 1 Dec ...
14
Technical Trading Rules and Trading Signals in the Black Market for Foreign Exchange in Sudan
... In tables (3) and (4), we simulated a hypothetical example of three traders who are able to cordinate among themself as in the oligopoly models, under two senarios. The first senarion in table (3) shows sustainability of ...
17
Economic Surgery: Money Value Transfer and Storage
... that foreign debts of African nations has increased so rapidly in recent years that threats of bankruptcy hover across the continent, thus raising the prospects that Africa’s most serious crisis will be triggered ...
8
The IMS and the Euro
... the foreign currency holdings of central banks, 57% of which were made up of dollars at the end of ...the foreign exchange markets, and because, in any case, such assets, which have become assets in ...
13
Cutting EdgE Sovereign Credit Risk in a Hidden Markov Regime- Switching Framework. Part 2
... The research analyses the economic impact of the estimated default probabilities on a sovereign’s balance sheet. Using the calibrated regime- switching parameters extracted from the Markov-modulated model as inputs into ...
19
Removing the Legal Obstacles to the Use of the ECU. Commission White Paper for the Council. SEC (92) 2472 final, 23 December 1992
... By granting the ecu the legal status of a foreign currency, through a government order Italy, Portugal or an administrative measure Belgium, Luxembourg, as a foreign currency it in pract[r] ...
112
Exchange rate risk and the equity performance of financial intermediaries
... home/foreign currency variability ...by foreign currency (FX) ...to foreign exchange (FX) movements has changed significantly during the crisis ...home/foreign currency ...
27
Diversified Currency Holdings and Exchange Rate Dynamics
... diversified currency holdings behavior exists, which further increase the extent of currency ...of foreign currency holdings, (3) the NOEM model we used in this paper involved many parameters ...
12