CAIIB · BFM

CASE STUDY FOREX

Chapter notes, video classes, MCQ practice tests and quick-revision one-liners for Bank Financial Management — CAIIB.

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Q

A US exporter receives payment in EUR and converts to USD; if EUR depreciates after the contract date, who bears the forex risk?

A

The US exporter bears the forex risk, as the EUR proceeds convert to fewer USD than anticipated at the time of contracting.

Q

What is 'transaction exposure' in forex risk management for a case study involving trade payables?

A

Risk of loss due to exchange rate change before settlement.

Q

In a case study where an Indian importer has a USD payable due in 90 days, which hedging instrument locks in a fixed exchange rate today?

A

A forward exchange contract locks in a fixed rate for the 90-day USD payable, eliminating exchange rate uncertainty for the importer.

Q

In a forex case study, what is 'translation exposure' faced by a multinational company?

A

Risk arising from converting foreign subsidiary financials to home currency.

Q

When a bank quotes USD/INR as 83.20/83.25, what do the two rates represent?

A

83.20 is the bid rate at which the bank buys USD (customer sells), and 83.25 is the offer/ask rate at which the bank sells USD (customer buys); the spread is the bank's profit.

Q

What is 'economic exposure' in a long-term forex case study for an exporting firm?

A

Impact of exchange rate changes on firm's competitive position and future cash flows.

Q

An exporter approaches a bank to cancel a forward contract before maturity; as per FEDAI rules, what happens to the gain or loss?

A

Under FEDAI rules, the gain on cancellation is passed to the customer, but the loss is recovered from the customer; cancellation is done at the prevailing spot rate.

Q

In a forex dealing room case study, what is the role of a 'market maker'?

A

A bank that continuously quotes both bid and offer rates for currencies.

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