Foreign currency exposure and the hedging possibilities for pension funds

Article Abstract:

Foreign currencies' statistical relationship with other assets such as energy and metals was examined due to the growing exposure of pension funds to assets designated in foreign currencies. Results show that there is cointegration between currencies and other assets such as silver, gold, coffee and sugar which present opportunities for cross-hedging. However, assets that are less cointegrated such as livestock provide opportunities for diversification.

Pension Fund Management, Foreign Currency Management, Analysis, Economic aspects, Hedging (Finance), Foreign exchange, Pension funds, Diversification in industry, Industrial diversification, Financial management

---

Risk management practices of German firms

Article Abstract:

Risk management practices of non-financial German firms with no less than DM 400 million in 1997 sales were evaluated.

Germany, Asset & Risk Management, Statistical Data Included, Methods, Industry Overview, Risk management, Corporations, Insurance

---

Similar abstracts:

• Abstracts: The eerie quiet on the currency exchanges. Hedging your bets on the future. Checking our Barings
• Abstracts: France's single currency dilemma. Grabbing a share of the investment cake
• Abstracts: Analysing customer defections and their effects on corporate performance: the case of Indco. Are loyal customers profitable? Customer satisfaction, customer (action) loyalty and customer profitability at the individual level
• Abstracts: A model of auditor control evaluation decision processes. A generalized model of decision-making processes for companies in financial distress
• Abstracts: Equity risk and the labor stock: the case of union contracts. Predictability in financial analyst forecast errors: learning or irrationality

This website is not affiliated with document authors or copyright owners. This page is provided for informational purposes only. Unintentional errors are possible.