COMPUTER SYSTEM AND METHOD FOR HEDGING RISK TO CURRENCY EXCHANGE RATE

摘要

PROBLEM TO BE SOLVED: To provide a method for easily and promptly hedging a risk of a currency exchange rate in relation to specific positions of exchange transaction items and a computer system for the purpose.;SOLUTION: The computer system (100) for hedging the risk of the currency exchange rate in relation to a primary transaction of the exchange transaction items is characterized by providing a means (110) for executing the primary transaction with a transaction value, a means (112) for receiving the currency exchange rate, a means (116) for determining a hedge price based on the currency exchange rate, a hedge period, the transaction value or a part of the transaction value and a means (108) for outputting a hedge offer with the hedge price.;COPYRIGHT: (C)2006,JPO&NCIPI