Hedge optimisation under IAS39

Background: A company, listed on a European exchange, with the EUR as functional currency, regularly imports goods denominated in USD. To hedge its exposure to adverse movements in EUR/USD, it occasionally uses structured forwards.

The company is now looking at hedging its exposure for 2004, and is considering entering into a hedging strategy known as a knock-in forward. Considering its risk profile and budget level, the company finds that the optimal levels for this strategy would be as follows

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact customer services - www.fx-markets.com/static/contact-us, or view our subscription options here: https://subscriptions.fx-markets.com/subscribe

You are currently unable to copy this content. Please contact info@fx-markets.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to FX Markets? View our subscription options

You need to sign in to use this feature. If you don’t have a FX Markets account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: