Korytarz walutowy jako elastyczna strategia zabezpieczająca przed transakcyjnym ryzykiem kursowym przedsiębiorstw niefinansowych na rynku OTC
Risk Reversal as a Flexible Currency Risk Hedging Strategy Used by Non-Financial Companies in the OTC Market

Summary/Abstract: The article covers the chosen issues related to currency risk management process within non-financial companies in the OTC market. The analysis of selected flexible hedging strategy is presented taking into account the participation degree in positive market developments, the effective exchange rates, risk profiles and treasury limit utilization, as well as the amount of currency exposure hedged and margin call scenarios in which the additional collateral is required. It is shown that especially in the highly volatile markets flexible products may become an interesting solution compared to fixed ones.

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