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Record W1586625059

Hedging Foreign Currency Transaction Exposure

2008· article· en· W1586625059 on OpenAlexaboutno aff
Benjamin L. Dow, David A. Kunz

Bibliographic record

VenueJournal of the International Academy of Case Studies · 2008
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicRisk Management in Financial Firms
Canadian institutionsnot available
Fundersnot available
KeywordsCurrencyProduct (mathematics)BusinessDatabase transactionEconomicsMarketingFinanceMonetary economicsComputer science
DOInot available

Abstract

fetched live from OpenAlex

CASE DESCRIPTION The primary subject matter of this case is hedging foreign currency exchange rate risk. Secondary issues examined include assessing transaction exposure and comparing hedging techniques to effectively manage unwanted exposure. The case requires students to have an introductory knowledge of accounting, statistics, finance and international business thus the case has a difficulty level of four (senior level) or higher. The case is designed to be taught in one class session of approximately 3 hours and is expected to require 3-4 hours of preparation time from the students. CASE SYNOPSIS St. Louis Chemical is a regional chemical distributor, headquartered in St. Louis. Don Williams, the President and primary owner, began St. Louis Chemical ten years ago after a successful career in chemical and marketing. The company has gradually expanded it product line and network of manufactures. However, a year-end report had shown shrinking margins on product lines that include chemicals purchased from a Canadian manufacturer. Williams has asked for recommendations regarding his firm's exposure to exchange rate risk. BACKGROUND St. Louis Chemical is a regional chemical distributor, headquartered in St. Louis. Don Williams, the President and primary owner, began St. Louis Chemical ten years ago after a successful career in chemical and marketing. The company reported small losses during it first two years of operation but has since reported eight consecutive years of increasing and profits. The growth has required the acquisition of additional land, equipment, expansion of storage capacity and more than tripling the size of the work force. St. Louis Chemical has become the leading distributor in the St. Louis area. Since beginning his career in the chemical distribution industry Williams has developed solid customer contacts in the St. Louis metropolitan area, as well as with major customers in Missouri, Illinois, Iowa, Indiana and Tennessee. He has also developed valuable contacts with key chemical manufacturers. A chemical distributor is a wholesaler. Operations may vary but a typical distributor purchases chemicals in large quantities (bulk - barge, rail or truckloads) from a number of manufacturers. They store bulk chemicals in farms, a number of tanks surrounded by dikes to prevent pollution in the event of a tank failure. Tanks can receive and ship materials from all modes of transportation. Packaged chemicals are stored in a warehouse. Other distributor activities include blending, repackaging, and shipping in smaller quantities (less than truckload, tote tanks, 55-gallon drums, and other smaller package sizes) to meet the needs of a variety of industrial users. In addition to the tank farm and warehouse, a distributor needs access to specialized delivery equipment (specialized truck transports, and tank rail cars) to meet the handling requirements of different chemicals. A distributor adds value by supplying its customers with the chemicals they need, in the quantities they desire, when they need them. This requires maintaining a sizable inventory and operating efficiently. Distributors usually operate on very thin margins. RMA Annual Statement Studies (2005-2006) indicates profit before taxes as a percentage of sales for Wholesalers - Chemicals and Allied Products, (SIC number 5169) ranges from 1.6 to 3.2% with an average of 2.7%. In addition to operating efficiently, a successful distributor will possess 1) a solid customer base and 2) supplier contacts and contracts which will ensure a complete product line is available at competitive prices. THE SITUATION During the first week of 2006, Williams decided to take advantage of the relative calm that usually accompanies the beginning of the year and review matters that had been neglected during the holiday season. One of the more confusing documents involved shrinking margins on of specialty chemical products. …

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: Not applicable
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.309
Threshold uncertainty score0.322

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.061
GPT teacher head0.294
Teacher spread0.233 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designNot applicable
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2008
Admission routes1
Has abstractyes

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