出版社：Visoka poslovna škola strukovnih studija, Novi Sad
摘要：The aim of this paper is to elucidate the importance of monitoring and managing foreign exchange risk by elaborating an example of the application of basic VaR methods.In a detailed overview of the basic procedures that banks use to assess the level of exposure to the risk, readers will be able to learn about basics of practical application of VaR metods.In addition to explaining the application of VaR methodology, the paper analyzes the current exposure of the domestic banking sector to foreign exchange risk.By analyzing these exposures, we concluded that the banking sector efficiently manages foreign exchange risk and that the level of exposure is significantly below the maximum allowed level.
其他摘要：Cilj rada je da razradom primera koji se odnose na primenu osnovnih VaR metoda u upravljanju valutnim rizikom ukaže na značaj praćenja i upravljanja ovom vrstom rizika.Detaljnim prikazom osnovnih postupaka koje banke koriste u cilju procene stepena izlože
关键词：banking sector in Serbia; risk management; foreign exchange risk;VaR methodology; analytical method;historical simulation method;Monte Karlo method;Basel 2.
