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CarlitaTBS / PErsonal-Projects---Finance-Data

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FX hedging strategy for an Import/Export company, using Futures and Forwards on exchange rates. #1

Open CarlitaTBS opened 2 months ago

CarlitaTBS commented 2 months ago
  1. FX Risk calculation for the company including an innovative dashboard that visually represents the company’s FX exposure and effectiveness of different hedging strategies. a. Compute their static Value at Risk (VaR) for each currency with alpha 1% and 5% b. Compute their dynamic VaR for each currency with alpha 1% and 5% c. Compute their Expected Shortfall for each currency. d. Evaluate and present the efficiency of the company’s existing FX risk management strategies by comparing them against key industry benchmarks and standards. e. Compute their portfolio exposure using advanced multi-currency correlation analysis and employing predictive analytics to provide insights into potential future exposures.
  2. Historical transaction and FX losses, transformed into actionable insights through advanced data analytics and visualization techniques, fostering a superior client experience.
CarlitaTBS commented 2 months ago

Copy of TND - PCA - FX Rates (1) (1).xlsx FRM Deliverable.xlsx