Resources

The following is a list of technical papers and articles on Foreign Exchange and associated risk management:

  • Floating Rate Notes – a technical paper demonstrating how floating rate instruments are priced.
  • Forward Rate Contract – a technical paper demonstrating how the forward exchange rate is determined in a foreign exchange forward contract.
  • Managing Foreign Exchange Risk Within Asset Procurement – it is becoming increasingly common for government agencies to purchase large and complex assets that are manufactured overseas and imported into Australia. As these goods have an underlying cost base in a currency other than Australian dollars, it is important to consider how this may impact the procurement process and how risks will be managed. WATC wrote an article for the February 2013 issue of RiskCover’s GRM Magazine that discusses why foreign exchange risk matters, methods available to agencies to address foreign exchange risk in procurement and some of the pitfalls to be aware of.