nning PriVO ditsya most significant part of the analysis, ie conclusion regarding the country risk and the final yes n ITATION the country from here it selected key information. These summaries ful l nyayutsya on standard dard model taking into account the political situation, national s tional economy, external balance and foreign Zadoya l relief.on this analysis, statistical and analytical control of serves a complimentary and is a judgment concerning the classification of the country risk in the forward and changes to the analyzed country.the second part of the analysis carried out specific economic-poly cally and with conflict situations and the level of total country risk using risk factors Scheme (FIS). Thus it turns out straight (Swe th royal Banking Corporation - consumer) and reverse (bank, manufacturer, etc. - Swiss Banking Corporation) relationship. Create compressed information report, which ing can be quickly analyzed and ensuring of reliable e Chiva completely results and their comparison Schemes risk factors with data from other surveys or marketing directly with governmental observation I E.in this way multilateral dialogue - is wel t vuemy and the desired result of contributing to effective cuttings processing and final decisions on the on the boards of financial activity of STI in the analyzed habitat, taking into account that risk factors. For these reasons, risk factors scheme adopted in Swiss banks, is particularly simple, easy to read and comprehend form. Of course, this does not mean that the experts on statistics and analysis of specific national action sitivity analysis limited to only those data that are contained in the soda p Scheme factors with ri kariskrisk, or the risk of capital losses associated with internationalization zatsiey market banking , the creation of transnational (joint) pre d enterprises and banking institutions and diversify their activities tion and pre d constitutes a possibility of financial loss as a result of currency fluctuations.first attempts to control l eniya currency risk were carried us in the early 70s , when floating exchange rates were introduced.its part, currency risks are structured as follows arr way :) commercial, ie associated with a reluctance or inability to properly and ka (the guarantor) with pa considered on its obligations ;) conversion (cash) , ie risks of currency losses on con crete operations These risks are structured on the risks con concrete deals. The most common techniques reduce the risk of conversion I lyayutsya:
* Hedging, ie creation of compensating currency position for Single Well doy risky transaction. In other words, there is com sation rate of exchange of one of the risk - profit or loss - ri with other relevant com;
* Currency swap, which has two varieties. First Napo Mina clearance parallel loans, when the two sides in two different countries of equal provide loans with the same terms and ways absorption and maturity, but denominated in various currencies. The second option - just agreem ting between Bank and E to buy or sell a currency at a rate of «slot» and on p and tit deal in pre-agreed date (in the future) to determine the rate divided «slot.» Unlike parallel loans swaps do not include payment of interest due;
* Set-off risks of assets and liabilities, the so-called ME Todd «matching» (Matching), where by deducting income shaft w you value the o...
