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  5. Guaranteeing of specified currency risk forecasting performance in dealing information systems

Guaranteeing of specified currency risk forecasting performance in dealing information systems

E. Fedorov
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In this article the problem of currency risk forecasting performance guaranteeing in dealing information systems are considered. Estimation criteria of forecasting risk models efficiency are resulted. The forecasting model of currency risk is developed taking into account a fundamental factors. The modified method of currency risk forecasting are offered. This method guaranteeing the currency risk forecasting performance and outperforms standard method VaR.