[image: Description:
> http://usera.ImageCave.com/padhua/BSchool_logo.jpg]
>
> *24, Kothari Road, Nungambakkam,*
> *Chennai 600 034
> *
>
>
>
>
>
>
>
>
>
>
>
>
>
> *Date*
> *15th December, 2011*
> **
>
> *Time*
>
> *3.00 pm*
>
> *Venue***
> *
>
> Kerala Conference Room
> 10th Floor, Phase 1
> IIT Madras Research park,
> No.1 Kanagam,
>
> Chennai-600113.
> ***
>
>
>
> INSTITUTE FOR FINANCIAL MANAGEMENT AND RESEARCH (IFMR)
>
> *cordially invites you for a *
>
> *seminar on*
> *   *
> *"Corporate Use of Currency Derivatives: An Empirical Study of
> Non-financial Firms."*
>
> *by
>
> **Mr. Praveen Bhagawan.  M.*
>
> *IFMR
> *
>
> *Abstract*
>
>
>
> .    Since the last decade, Indian firms have been using substantial
> amount of foreign currency derivatives to hedge their foreign currency
> risk. We examine the usage of currency derivatives by non-financial
> constituents of S&P CNX 500 for the year 2009.  Among firms with
> disclosure on currency derivatives, 84.09% of the sample firms go for
> hedging and the remaining 15.91% of the sample firms do not hedge their
> foreign exchange exposure. Out of classified hedgers, 18.97% of the sample
> firms prefer complete hedging and the remaining 81.03% of the sample firms
> go for selective hedging. We find that for managing currency risk,
> forwards and futures are the main instrument followed by options and swaps.
> We observe that corporates use currency derivatives to hedge mainly for
> receivables followed by long term loans and payables. We examine what
> determines a firm’s decision to hedge, extent of hedging and also extent of
> hedging among hedgers. The probability of hedging is positively related
> to foreign exchange exposure and leverage ratio; and negatively to
> liquidity and investment opportunities. The extent of hedging is negatively
> related to liquidity, profitability and investment opportunities; and
> positively related to foreign exchange exposure. Our result supports
> financial distress cost hypothesis.
>
>
>





-- 
CA. Rajesh Desai

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