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Mіzhnarodnі rozrahunki that valyutnі operatsії - Savluk M.І.
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Mіzhnarodnі rozrahunki that valyutnі operatsії - Savluk M.І.
11.1.6. Forvardnі CROS-Kursi
Mauger article so scho klієntu neobhіdno coverages forward contracts konversіynu operatsіyu, Ale rinok forward lands at tsі Dvi currency Je nelіkvіdnim, abo zovsіm vіdsutnіy. In such a problem can be razі virіshiti Shlyakhov ukladennya dvoh okremih land (s ale odnakovoyu datoyu valyutuvannya) іz zastosuvannyam tretoї currency, zazvichay US Dolar. For rozrahunku forward-CROS kursіv zastosovuyutsya Ti samі rules scho d for CROS-kursіv spot: neobhіdno peremnozhiti abo rozdіliti dolarovі forvardnі rates.
Priklad.Klієntu neobhіdno coverages trimіsyachnim forward contracts for the purchase norvezkih CZK kanadskі Dolar. The Bank does not kotiruє forward rate kanadskogo Dolar to norvezkoї Crohn's Ale zdіysnyuє dolarove kotiruvannya oboh currencies:
USD / CAD 1,5000 - 1,5015
3m fwd 
USD / NOK 8,1570 - 8,1590
3m fwd 
.
Rozrahuєmo trimіsyachny forward CROS-rate CAD / NOK:
3 m CAD / NOC bid = 8,1355 / 1,5040 = 5,4092;
3 m CAD / NOC offer = 8,1385 / 1,5020 = 5,4184.
Forward purchase lands on klієntom norvezkih crowns for kanadskі Dolar bude way of the path of 5.4092.
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