Economic Exposure, James Tompkins
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- Опубликовано: 26 мар 2014
- This is the twelfth lecture in the "International Finance" series in which I discuss managing both exchange rate and other kinds of international risk in the long run. In fact, I do not just discuss managing these risks, but taking advantage of "risk opportunities" that exist throughout the world. It is a viewpoint in which instead of being threatened by the competitive differences that exist throughout the world, that in fact these differences can be celebrated and be an opportunity for multi-national corporations.
Thank you so much Sir.
That was a good learning experience and very interactive because of your method on delivering your lecture.
Hope to hear more from you.
I would also like to say a huge appreciation to you, professor. My school's online course does not provide a lecture so, it seriously helped me.
+松下愛里 Thank you. Happy it is useful.
Thank You for taking the time to upload. You make things easy to understand.
You are so welcome Sadia. Thank you for your kind words.
Thank you sir for this but can I get other exposure's video (Transaction and Translation exposure)
Thank you prof.
Thanks alot for this video, Professor! It really helped me making sure i undrestood things deeply.
Thank you Sir. Your examples are very useful and easy to understand. Thank you once again!!
i would like to say a huge thankyou as you have been aa tremendous help
pinktulip You are welcome. So glad it has been helpful for you.
In forward contract hedging in US company example when we lock at $.01/¥
after 90 days the spot rate is $ .012/¥ then in forward hedging we gain a money if we compare it to current spot rate .But why we are considering transaction side . After considering both side the overall result is no loss, no gain .That , I understand .But, my question is why are we considering transaction when we already enter in forward contract and already lock the price.
Waiting 4 ur reply
+vini 399 I prefer not to answer questions on RUclips because it robs others of the thought process. Having said that, I will point you in the right direction. Imagine the gain/loss with just the transaction. Imagine the gain/loss with just the forward. Do them both at the same time, as you state in your question, what is the overall result. Does that achieve the goal of hedging?
You are goog teacher
+Damir Abdukakhorov Thanks. :)
Hello Dr. James. I have a problem with this case, so could u plz explain it to me? the more detailed, the more better! Appreciate your help!!!
Diz Co. is a U.S.-based MNC with net cash inflows of euros and net cash inflows of Swiss francs. These two currencies are highly correlated in their movements against the dollar. Yanta Co. is a U.S.-based MNC that has the same level of net cash flows in these currencies as Diz Co. except that its euros represent net cash outflows. Which firm has a higher exposure to exchange rate risk?
a. Diz Co.
b. Yanta Co.
c. the firms have about the same level of exposure.
d. neither firm has any exposure.
+Lưu Tiến I am sorry, but it is not my role to answer this since it could be an assignment and it may be something that is between you and your Professor. I am not saying it is, but I have to do the right thing. Good luck.
+Understanding Finance Hi, Dr. dont worry about it, actually i took it on the internet, i also know the answer, it is A, but the problem here, i dont understand it at all. I'd just like to ask ur opinion to make sure, bcz you are an expert on it. If you're willing, plz give me some suggestions :) Best regards!
+Understanding Finance Btw, I found it here . So plz dont get me wrong1 Thanks! wenku.baidu.com/view/89a7f43f5f0e7cd1842536db.html
+Lưu Tiến I am sorry but this is not a healthy door for me to walk through. If you were my student it would be different. Please respect this. Thanks and good luck.
+Understanding Finance Yes, sorry to bother you, Dr. James! Hope you have more interesting lessons to us!
Info artinya guys