International Commerce and Information Review (통상정보연구)

Korea Association for International Commerce and Information (한국통상정보학회)
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Study on Foreign Exchange Risk Insurance, Risk Premium Hedge Ratio in WTO/OECD

WTO/OECD하에서 환변동보험의 헤지 성과분석연구

  • Received : 2007.08.10
  • Accepted : 2007.09.20
  • Published : 2007.09.27
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Abstract

The purpose of this study is to estimate the risk premium hedge ratio in foreign exchange risk of the foreign exchange rate insurance. The applicants of exchange rate insurance and Korea Export Insurance Corporation will be facing the risk in change of currency and guaranteed currency’s swap point upon contract being made. Also upon making decision of hedging exchange rate insurance, the company will need to be aware of the risk causing due to change in swap point.

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