The Method and System to hedge foreign exchange risk in small amount of international trade

摘要

According to the present invention, the currency conversion calculation unit of the insurance system calculates the contract exchange rate before a specific exchange rate application start point (γ _t ), the contract exchange rate is stored in the contract exchange rate DB, and the contract exchange rate and the exchange receipt period information (αβ A predetermined contract exchange rate notification message including _{t) is transmitted to the seller system.} When the seller system receives the contract exchange rate notification message, the contract exchange rate is stored in the contract exchange _{rate DB by matching with'the specific exchange rate application start point (γ t} )'and'the exchange amount reception period information (αβ _{t )'.} When the exchange rate application start point (γ _t ) is reached, the foreign currency denominated prices calculated by applying the contract exchange rate to the domestic currency denomination prices matched with the product ID in the price DB are matched with the product ID and updated, and the foreign currency For each display sale, the foreign currency-denominated sales amount is calculated using the foreign currency denominated price and sales quantity information, and is matched with the sales point in the sales DB and stored. When a specific exchange rate application end point (δ _t ) is reached, the foreign currency matched to the sales points (ε _ti ) before the exchange rate application end point (δ _t ) and after the exchange rate application start point (γ _{t) in the sales DB} The displayed sales amount is summed up, and the full text of the currency exchange request including the summed amount as the currency exchange request amount is transmitted to the insurance system. When the exchange request message is received by the insurance system, the contract that _{matches the conversion period information (αβ t} ) is retrieved from the contract exchange rate DB for the period information for the period of receipt of the message (αβ _t ). The exchange rate is searched, and the contract exchange rate is applied to the exchange request amount to calculate the'amount to be paid to the seller after exchange'. As a result, sellers who are exposed to exchange risk due to frequent small currency denominations will be able to know the'foreign currency denominated price corresponding to the domestic currency denomination price' at the point of sale. As the result is the same as selling at a price, the inconvenience of exposure to foreign exchange risk can be eliminated and it is convenient. In addition, unlike in forward exchange transactions, the amount to be hedged can be determined'after the sales amount denominated in foreign currency has been automatically counted', so it is convenient to eliminate the inconvenient hedging demand forecast error caused by forward exchange transactions.