title: ÐÐ½Ð°Ð»Ð¸Ð· ÑÑÑÐµÐºÑÐ¸Ð²Ð½Ð¾ÑÑÐ¸ Ð²Ð¾Ð·Ð¼Ð¾Ð¶Ð½ÑÑ Ð¸Ð½ÑÑÑÑÐ¼ÐµÐ½ÑÐ¾Ð² ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ñ ÑÑÐ°Ð½ÑÐ°ÐºÑÐ¸Ð¾Ð½Ð½ÑÐ¼Ð¸ ÑÐ¸ÑÐºÐ°Ð¼Ð¸
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð±Ð°ÐºÐ°Ð»Ð°Ð²ÑÐ°
titleType: Subtitle
title: Analysis of effectiveness of possible tools for transaction exposure management
Creators: name: ÐÐ½Ð´ÑÐµÐµÐ², ÐÐ°Ð²ÐµÐ»
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2019
Subjects: ÑÑÐ°Ð½ÑÐ°ÐºÑÐ¸Ð¾Ð½Ð½ÑÐµ ÑÐ¸ÑÐºÐ¸
Ñ ÐµÐ´Ð¶Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ðµ
Ð¾ÑÐµÐ½ÐºÐ° ÑÐ¸ÑÐºÐ°
Ð¼ÐµÑÐ¾Ð´ Ð¾ÑÐµÐ½ÐºÐ¸ ÑÐ¸ÑÐºÐ° var
Ð°Ð½Ð°Ð»Ð¸Ð· ÑÑÑÐµÐºÑÐ¸Ð²Ð½Ð¾ÑÑÐ¸
Ð¼ÐµÑÐ¾Ð´Ñ Ñ ÐµÐ´Ð¶Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ
transaction risks
hedging
risk assessment
var risk assessment method
effectiveness analysis
hedging methods

description: ÐÐ±ÑÐµÐºÑÐ¾Ð¼ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ ÑÐ²Ð»ÑÑÑÑÑ ÑÑÐ°Ð½ÑÐ°ÐºÑÐ¸Ð¾Ð½Ð½ÑÐµ ÑÐ¸ÑÐºÐ¸.
Ð¦ÐµÐ»ÑÑ Ð²ÑÐ¿ÑÑÐºÐ½Ð¾Ð¹ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð¾Ð¹ ÑÐ°Ð±Ð¾ÑÑ ÑÐ²Ð»ÑÐµÑÑÑ Ð°Ð½Ð°Ð»Ð¸Ð· ÑÑÑÐµÐºÑÐ¸Ð²Ð½Ð¾ÑÑÐ¸ Ð²Ð¾Ð·Ð¼Ð¾Ð¶Ð½ÑÑ Ð¸Ð½ÑÑÑÑÐ¼ÐµÐ½ÑÐ¾Ð² ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ñ ÑÑÐ°Ð½ÑÐ°ÐºÑÐ¸Ð¾Ð½Ð½ÑÐ¼Ð¸ ÑÐ¸ÑÐºÐ°Ð¼Ð¸.
ÐÐ° Ð¾ÑÐ½Ð¾Ð²Ð°Ð½Ð¸Ð¸ ÑÐ¾Ð±ÑÐ°Ð½Ð½ÑÑ Ð´Ð°Ð½Ð½ÑÑ Ð±ÑÐ»Ð° Ð²ÑÑÐ²Ð»ÐµÐ½Ð° ÑÑÑÐ½Ð¾ÑÑÑ ÑÑÐ°Ð½ÑÐ°ÐºÑÐ¸Ð½Ð½Ð¾Ð³Ð¾ ÑÐ¸ÑÐºÐ°.
ÐÐ° Ð¾ÑÐ½Ð¾Ð²Ðµ Ð°Ð½Ð°Ð»Ð¸Ð·Ð° ÐºÐ¾Ð¼Ð¿Ð°Ð½Ð¸Ð¸ Ð¼ÐµÑÐ¾Ð´Ð¾Ð¼ VaR Ð±ÑÐ»Ð° Ð¿ÑÐ¾Ð¸Ð·Ð²ÐµÐ´ÐµÐ½Ð° Ð¾ÑÐµÐ½ÐºÐ° ÑÑÐ°Ð½ÑÐ°ÐºÑÐ¸Ð¾Ð½Ð½ÑÑ ÑÐ¸ÑÐºÐ¾Ð², Ð° ÑÐ°ÐºÐ¶Ðµ Ð±ÑÐ»Ð° Ð¿ÑÐ¾Ð¸Ð·Ð²ÐµÐ´ÐµÐ½Ð° Ð¾ÑÐµÐ½ÐºÐ° ÑÐ°Ð·Ð»Ð¸ÑÐ½ÑÑ ÐºÐ¾Ð½ÑÑÐ°ÐºÑÐ¾Ð² Ð¿ÑÐ¾Ð¸Ð·Ð²Ð¾Ð´Ð½ÑÑ ÑÐ¸Ð½Ð°Ð½ÑÐ¾Ð²ÑÑ Ð¸Ð½ÑÑÑÑÐ¼ÐµÐ½ÑÐ¾Ð².
ÐÐ° Ð¾ÑÐ½Ð¾Ð²Ðµ Ð¿Ð¾Ð»ÑÑÐµÐ½Ð½ÑÑ Ð´Ð°Ð½Ð½ÑÑ ÑÑÐ¾ÑÐ¼Ð¸ÑÐ¾Ð²Ð°Ð½Ð° Ð¼ÐµÑÐ¾Ð´Ð¸ÐºÐ° ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ñ ÑÑÐ°Ð½ÑÐ°ÐºÑÐ¸Ð¾Ð½Ð½ÑÐ¼Ð¸ ÑÐ¸ÑÐºÐ°Ð¼Ð¸.
Ð¡Ð´ÐµÐ»Ð°Ð½ Ð²ÑÐ²Ð¾Ð´: Ð´Ð»Ñ ÑÑÑÐµÐºÑÐ¸Ð²Ð½Ð¾Ð³Ð¾ ÑÐ¿ÑÐ°Ð²Ð»ÐµÐ½Ð¸Ñ ÑÑÐ°Ð½ÑÐ°ÐºÑÐ¸Ð¾Ð½Ð½ÑÐ¼Ð¸ ÑÐ¸ÑÐºÐ°Ð¼Ð¸ ÑÐ»ÐµÐ´ÑÐµÑ ÑÑÐ°ÑÐµÐ»ÑÐ½Ð¾ Ð¿Ð¾Ð´ÑÐ¾Ð´Ð¸ÑÑ Ðº Ð²ÑÐ±Ð¾ÑÑ Ð¼ÐµÑÐ¾Ð´Ð° ÐµÐ³Ð¾ ÑÐ½Ð¸Ð¶ÐµÐ½Ð¸Ñ Ñ Ð¿Ð¾Ð¼Ð¾ÑÑÑ ÑÐ¸Ð½Ð°Ð½ÑÐ¾Ð²ÑÑ Ð¸Ð½ÑÑÑÑÐ¼ÐµÐ½ÑÐ¾Ð². ÐÐ»Ñ Ð»ÑÑÑÐµÐ³Ð¾ Ð²ÑÐ±Ð¾ÑÐ° ÑÐ»ÐµÐ´ÑÐµÑ Ð¿ÑÐ¾Ð²ÐµÑÑÐ¸ Ð¾ÑÐµÐ½ÐºÑ Ð²Ð¾Ð·Ð¼Ð¾Ð¶Ð½ÑÑ ÑÐ¸Ð½Ð°Ð½ÑÐ¾Ð²ÑÑ Ð¸Ð½ÑÑÑÑÐ¼ÐµÐ½ÑÐ¾Ð² Ñ Ð¿Ð¾Ð¼Ð¾ÑÑÑ Ð¼ÐµÑÐ¾Ð´Ð° VaR Ð¸ Ð² ÑÐ¾Ð¿Ð¾ÑÑÐ°Ð²Ð»ÐµÐ½Ð¸Ð¸, Ð²ÑÐ±ÑÐ°ÑÑ Ð¿Ð¾Ð´ÑÐ¾Ð´ÑÑÐ¸Ð¹ Ð¸Ð½ÑÑÑÑÐ¼ÐµÐ½Ñ, Ð² Ð·Ð°Ð²Ð¸ÑÐ¸Ð¼Ð¾ÑÑÐ¸ Ð¾Ñ ÑÐ»Ð¾Ð¶Ð¸Ð²ÑÐµÐ¹ÑÑ ÑÐ¸ÑÑÐ°ÑÐ¸Ð¸.
description: The object of the study is the transaction risks.
The aim of the final qualifying work is to analysis of the effectiveness of possible tools for the transaction exposure management.
Based on the collected data the essence of transaction risk was revealed.
Based on the analysis of the company by VaR, transaction risks were assessed, and various contracts of derivative financial instruments were evaluated.
Based on the obtained data, the method of transactional risk management is formed.
It is concluded that it is necessary to approach carefully the choice of a method of its decrease by means of financial instruments for effective management of transaction risks. For the best choice, it is necessary to assess the possible financial instruments using the VaR method and in comparison, choose the appropriate instrument, depending on the situation.