| 摘要 |
Methods and apparatuses enable companies to analyze potential foreign currency exposure reduction actions. Value-at-risk (VaR) for currency exposures and cost of potential exposure reduction actions are used to order currency exposures representing foreign currency exposure for a company. Currency exposures associated with negative cost actions are ordered based on a ratio of VaR to cost. Currency exposure associated with positive cost actions can also be ordered, either based on VaR or cost. An output representation of the VaR versus accumulated cost is generated from the ordered currency exposures. Additionally, a graphical representation of VaR versus accumulated cost can be generated from plot points based on the ordered currency exposures. The output representation, whether a table, list, or graph, allows comparing potential exposure reduction actions. |
