OPERATING FOREIGN EXCHANGE RISK MANAGEMENT SYSTEM SUPPORTING ENTERPRISE'S DECISION-MAKING
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机译：运营外汇风险管理系统，支持企业决策
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摘要
The present invention provides a method and system for operating exchange risk management, which allows a company to systematically manage operating exchange risk, which is a risk that the won value of foreign currency sales and cost of sales will fluctuate due to fluctuations in exchange rates, using a system using reasonable procedures and logical methods. It is about.;According to the present invention, it is possible for a company to properly carry out price estimation in advance through profitability analysis according to exchange rate fluctuations when an export, import or overseas project is ordered, and as a future export and import transaction that is a source of operating exchange risk. The foreign currency cash flows are systematically aggregated, estimated, and managed.;Measure and quantify the operating exchange risk arising from future foreign currency cash flows (financial inflows for exports and inflows for imports) and analyze the impact of exchange risks on management performance (Impact). Analysis to help rationalize the decision whether to hedge operating exchange risk.;If a company determines that it is necessary to manage operating exchange risk through impact analysis, it analyzes and derives the hedging amount and period to achieve the target rate of return even if the measured risk actually occurs.;When hedge trading is executed based on the actual import and export transactions, and the result of analysis and derivation, the exchange risk occurrence and management status are monitored in real time by monitoring the exchange risk amount and the risk effect of the hedge transaction. Assist in evaluating;Operating exchange risk, impact, target rate of return, VaR exchange rate, hedge amount, hedge duration
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