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Round table: FX Risk management

In September 2018, Zanders organized and hosted a round table session on the topic of Advanced FX risk management. Leading practitioners from various multinational companies actively debated a selection of topics varying from the challenges in FX identification to the different hedging strategies. This article summarizes the discussed topics.

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Portfolio FX hedging: does it make sense?

When multinational companies present their financial results, material foreign exchange (FX) fluctuations are often cited as a cause of the unexpected results.

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FX exposure management – a new automated approach to solve an old problem

The importance of FX risk management has grown significantly in recent years on the back of market volatility, increased geopolitical risk, and also regulatory and accounting changes. International expansion associated with geopolitical risk increases cash flow at risk due to FX exposures. This has meant that corporate treasurers face greater pressure to capture all FX exposures in a timely and accurate manner to achieve the best hedging strategy and results, thereby adding value for the corporate and at the same time reducing P&L and balance sheet impacts.

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FX risk identification – Why does it matter? Why now?

Geopolitical instability has always had an impact on foreign exchange (FX) markets, increasing the volatility of FX rates. More recently, the rising tensions between the US and North Korea, as well as the uncertainty surrounding Brexit, have combined to create instability, making FX risk a top priority for financial professionals. Effective FX risk management strengthens corporates and makes them more versatile, so CFOs and treasurers have been looking for solutions to put in place sophisticated and accurate responses to currency pair movements.

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