Saturday, February 5, 2011

Net monetary liability exposures

Net monetary liability exposures
MethodCurrent methodTemporal method
Nonmonetary assets(C)(H)
Nonmonetary liabilities(C)(H)
Monetary assets(C)(C) (*)
Monetary liabilities(C)(C) (*)
Equity(H)(H)
ExposureEquity (H)

Assets (C) = Liabilities (C) + Equity (H) + Translation gain or loss
Cash and accounts receibable - Current liabilities - Long-term debt

>0: Net monetary assets
<0: Net monetary liabilities

(H) Historical exchange rate
(C) Current exchange rate

(*) Only the monetary assets and liabilities are exposed to changing exchange rates.

Since very few assets are considered to be monetary (mainly cash and receivables), most firms have net monetary liability exposures.



Temporal Method
Net monetary exposuresFC appreciationFC depreciation
Liabilitieslossgain
Assetsgainloss

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