Carter + Smith Company Case

The aim of this assignment is to evaluate the foreign exchange hedging strategy of Carter + Smith Company that manages a project in Colombia. This is group assignment and each group is expected to make one submission

Deliverables:

  1. Analysis file (Excel file, please make sure your excel file title has your group name in it) (5 points)
  2. A presentation that will be presented in class ( Presentation file, please make sure your presentation file title has your group name in it) (5 points)
    Please follow the steps below for your analysis and presentation
    • Buy the Carter + Smith: Exchange Rate Risk Hedges case from Harvard Business Publishing website hbsp.harvard.edu by creating a student account if you do not have an account already.

• There is a HBS course pack created for this course with the following link: https://hbsp.harvard.edu/import/905081

• Title: “Carter + Smith: Exchange Rate Risk Hedges” by Maximiliano Gonzalez, Juan Pablo Davila, Product number: AN0077

• Do the analysis required to answer the following questions
Questions

  1. Explain Carter + Smith Company business and sources of its foreign currency exchange rate risk. You can analyze Annexes 2 and 3.
  2. Choose one of the contracts from Annex 3 and explain the dynamics of the current hedging with NDFs with calculating profits and losses in spot and forward markets and the implied exchange rate with this particular contract.
  3. Evaluate the coverage proposed by Hector with the information in Exhibits 4 and 5 and assuming that the exchange rate remains at $2,400 pesos per dollar.
  4. What happens if the board decides to close the coverages and assumes loses? Calculate the total realized loss using a 10% discount rate.
  5. What would happened if the exchange rate revalued against peso? What would happen if the dollar is devalued against the peso? Calculate your losses and profits
  6. How should Hector present the pros and cons of the two strategies; closing the hedge versus continuing the hedge?

Sample Solution