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Foreign Currency Risk Management in the General Insurance Industry in Australia: A Survey
Journal article   Open access   Peer reviewed

Foreign Currency Risk Management in the General Insurance Industry in Australia: A Survey

Gregory Laing
Journal of Economic and Social Policy, Vol.12(2), pp.83-92
2008
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Abstract

Banking, Finance and Investment risk management foreign currency general insurance
This paper reports the findings of a survey of eighteen General Insurance companies and seven Reinsurance companies operating in Australia. Foreign currency transactions were reported by General insurance companies to represent less than 20% of their annual business turnover and by the majority of Reinsurers as representing between 20% and 39% of their annual turnover. A limited number of synthetic products were reportedly used to manage risk exposure on an ad hoc basis. Despite having a centralised approach to managing risk exposure there was no specific management strategy for dealing with foreign exchange risk. The conclusion being that centralised control does not always equate to an efficient management of foreign exchange risk. A further point of interest was that the magnitude of foreign exchange fluctuations, even with the transactions representing as little as 20% of turnover, could prove to be material when applying the Australian Accounting Standard AASB1031.

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