Banco Central de Reserva del Perú Banco Central de Reserva del Perú Investigación Económica y Financiera
ES

Foreign exchange risk management: an application of value at risk to the Peruvian financial market

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December 2003

Language: Spanish

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Foreign exchange risk management: an application of value at risk to the Peruvian financial market

Abstract

Study of foreign exchange aspects in financial risk management, with the aim of proposing the use of internal models in companies with foreign currency positions operating in the Peruvian market.