Recherchers economiques manageriales
Volume 14, Numéro 5, Pages 297-302
2020-12-31
Authors : Achour Fella .
The primary purpose of this article is to examine the importance of financial derivative instruments (options, swaps), and how they can be used to manage risk, exactly to hedging against currency risk in the commercial banks, we used the qualitative and quantitative methods to illustrate the role of options and The results confirm that hedging strategies, either with swaps or options yield better performance compared to unhedged strategy, the bank can guarantee a limits to their costs whatever the FX rates in market it twill pay defined amounts.
foreign-exchange risk ; exposure ; currency swap ; currency option ; spot rate ; strike rate
عدمان فائزة
.
رفاع توفيق
.
ص 259-286.
Melki Tarik
.
Behih Abdelkader
.
pages 818-839.
Taibi Boumedyen
.
Tahi Abderrahmane
.
Djebouri Mohamed
.
pages 1-15.
عياش زبير
.
العايب سناء
.
ص 24-42.