Korean Management Science Review (경영과학)
- Volume 11 Issue 2
- /
- Pages.161-184
- /
- 1994
- /
- 1225-1100(pISSN)
A Decision Support System for foreign exchange risk management
외환위험 헷징을 위한 의사결정 지원시스템
Abstract
The purpose of this paper is to suggest a DSS(Decision Support System) framework for managing exchange risks involved in international transactions. To this aim, a number of hedging strategies were suggested and analyzed in their pros and cons. Also, developed were a system architechture and various functional modules for implementing the suggested foreign exchange risk management system and application scenario was demonstrated. Finally, future research areas were indicated.
Keywords