Mengukur Risiko Kabur Kadar Tukaran Asing (Measuring Fuzzy Foreign Exchange Rate Risk)

• Main Authors: Che Taib, Che Mohd Imran, Md. Tap, Abu Osman, Abd Rahman, Ahmad Fakharuddin
• Format: Article
• Language: English
• Published: UTM 2009
• Subjects: QA76 Computer software
• Online Access: http://irep.iium.edu.my/9873/1/Mengukur_Risiko_Kabur_Kadar_Tukaran_Asing.pdf; http://irep.iium.edu.my/9873/

Faktor kadar tukaran asing memberikan impak besar kepada perniagaan firma antarabangsa disebabkan oleh keapungan matawang ringgit Malaysia sentiasa dipengaruhi oleh senario kemudahmeruapan nilai matawang asing. Pulangan ekuiti firma Malaysia menurun dengan penurunan ringgit Malaysia. Kajian ini mencadan- gkan kriteria kabur dan seterusnya menerbitkan penentu ukur risiko dan menganggarkan keteguhan kadar tukaran yang diimplimentasi melalui perbandingan kadar tukaran untuk tempoh dua puluh empat bulan. Foreign exchange rate factor give the big impact to the international firms because of the floating of Ringgit Malaysia currency influenced by the volatility of other foreign currencies. Malaysian firm equity return drop cause by devaluation of Ringgit Malaysia. This study suggested the fuzzy criterion to derive the risk measurement and estimates the exchange rate robustness implied by the comparison of exchange rate changes for twenty-four months.