This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

How Do Canadian Banks That Deal in Foreign Exchange Hedge Their Exposure to Risk?

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Chris D'Souza

Additional information is available for the following registered author(s):

Abstract

No abstract is available for this item.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.bankofcanada.ca/en/res/wp/2002/wp02-34.pdf
File Format:
File Function:
Download Restriction: no

Publisher Info
Paper provided by Bank of Canada in its series Working Papers with number 02-34.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 40 pages Abstract: This paper examines the daily hedging and risk-management practices of financial intermediaries in the Canadian foreign exchange (FX) market. Results reported in this paper suggest that financial institutions behave similarly when managing their market risk exposure. In particular, dealing banks do not fully hedge their spot market risk. The results reported support arguments by Stulz (1996) and Froot and Stein (1998) that the amount of hedging will depend on a firm's comparative advantage in bearing risk. While the extent of hedging is found to depend on market volatility and the magnitude of their risk exposure, the uniqueness of the dataset employed in this paper allows for an explicit test of the various sources of comparative advantage that dealing banks in the FX markets have in their role as market-makers. Private information via customer order flow, guaranteed access to liquidity, and the capital-allocation structure of a dealer's financial institution are potential sources of comparative advantage to dealing banks in the FX market. A model with private information and an imperfectly competitive environment is provided to illustrate hedging when informed agents in a multiple security market behave strategically. Empirical results suggest that dealing banks only selectively hedge speculative positions taken in the spot market in the forward market. Findings also suggest that dealing banks share in the risk exposure of the spot market's net position without simultaneously hedging this risk.
Date of creation: 2002
Date of revision:
Handle: RePEc:bca:bocawp:02-34

Contact details of provider:
Postal: 234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada
Phone: 613 782-8899
Fax: 613 782-8874
Web page: http://www.bank-banque-canada.ca/

Order Information:
Postal: Publications Distribution, Bank of Canada, 234 Wellington Street, Ottawa, Ontario, K1A 0G9, Canada
Email:
Web: http://www.bank-banque-canada.ca/en/publication/pub_res.html

For technical questions regarding this item, or to correct its listing, contact: ().

Related research
Keywords: Financial institutions; Market structure and pricing; Financial markets;

Other versions of this item:

Find related papers by JEL classification:
F31 - International Economics - - International Finance - - - Foreign Exchange
G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages

This paper has been announced in the following NEP Reports:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Albéric Braas & Charles N. Bralver, 1990. "An Analysis Of Trading Profits: How Most Trading Rooms Really Make Money," Journal of Applied Corporate Finance, Morgan Stanley, vol. 2(4), pages 85-90. [Downloadable!] (restricted)
  2. Cornell, Bradford & Reinganum, Marc R, 1981. "Forward and Futures Prices: Evidence from the Foreign Exchange Markets," Journal of Finance, American Finance Association, vol. 36(5), pages 1035-45, December. [Downloadable!] (restricted)
  3. Froot, Kenneth A. & Stein, Jeremy C., 1998. "Risk management, capital budgeting, and capital structure policy for financial institutions: an integrated approach," Journal of Financial Economics, Elsevier, vol. 47(1), pages 55-82, January. [Downloadable!] (restricted)
    Other versions:
  4. Hasbrouck, Joel, 1991. " Measuring the Information Content of Stock Trades," Journal of Finance, American Finance Association, vol. 46(1), pages 179-207, March. [Downloadable!] (restricted)
  5. H. Henry Cao & Richard K. Lyons & Martin D.D. Evans, 2003. "Inventory Information," NBER Working Papers 9893, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  6. Chris D'Souza & Alexandra Lai, 2002. "The Effects of Bank Consolidation on Risk Capital Allocation and Market Liquidity," Working Papers 02-5, Bank of Canada. [Downloadable!]
  7. Cheung, Yin-Wong & Wong, Clement Yuk-Pang, 2000. "A survey of market practitioners' views on exchange rate dynamics," Journal of International Economics, Elsevier, vol. 51(2), pages 401-419, August. [Downloadable!] (restricted)
  8. Stoughton, Neal & Zechner, Josef, 1999. "Optimal Capital Allocation Using RAROC And EVA," CEPR Discussion Papers 2344, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  9. Madhavan, Ananth & Smidt, Seymour, 1993. " An Analysis of Changes in Specialist Inventories and Quotations," Journal of Finance, American Finance Association, vol. 48(5), pages 1595-1628, December. [Downloadable!] (restricted)
  10. Chow, Ying-Foon & McAleer, Michael & Sequeira, John M, 2000. " Pricing of Forward and Futures Contracts," Journal of Economic Surveys, Blackwell Publishing, vol. 14(2), pages 215-53, April. [Downloadable!] (restricted)
Full references

Statistics
Access and download statistics

Did you know? Apart from a small start up grant in the 1990's, RePEc has received no funding and lives on the help of volunteers.

This page was last updated on 2009-11-24.


This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.