How Chinese Enterprises Use Futures and How to Manage Its Risk

Volatility in the prices of primary commodities creates revenue uncertainty for Chinese enterprises. Recent development suggests that the most hopeful solution for Chinese enterprises is the using of futures markets to hedge against adverse prices movement. With the further liberalization and orient...

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Main Author: Xu, Jia
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2007
Online Access:https://eprints.nottingham.ac.uk/21037/
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author Xu, Jia
author_facet Xu, Jia
author_sort Xu, Jia
building Nottingham Research Data Repository
collection Online Access
description Volatility in the prices of primary commodities creates revenue uncertainty for Chinese enterprises. Recent development suggests that the most hopeful solution for Chinese enterprises is the using of futures markets to hedge against adverse prices movement. With the further liberalization and oriented of Chinese economies, more and more Chinese enterprises engaged in futures markets. However, many of them have often committed very basic mistakes in derivatives markets and some of them incurred huge losses. The reason of most of the derivatives disaster cases is not the derivatives trading itself but the lacking of internal control and risk management system. From a case of the China Aviation Oil Singapore Corp Ltd that lost 550 million US dollars in futures speculative trading, one can see that the establishment of a complete and efficient risk control system is necessary for an enterprise to engage in derivatives trading. However, the most important thing is whether the risk control system is severely implemented or not. The purpose of this paper is to explore the potential use of futures markets by Chinese enterprises and to suggest using Enterprise Risk Management' Integrated Framework (ERM) (2004) by COSO to establish the control system of futures and other derivatives instruments.
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spelling nottingham-210372018-04-23T04:43:21Z https://eprints.nottingham.ac.uk/21037/ How Chinese Enterprises Use Futures and How to Manage Its Risk Xu, Jia Volatility in the prices of primary commodities creates revenue uncertainty for Chinese enterprises. Recent development suggests that the most hopeful solution for Chinese enterprises is the using of futures markets to hedge against adverse prices movement. With the further liberalization and oriented of Chinese economies, more and more Chinese enterprises engaged in futures markets. However, many of them have often committed very basic mistakes in derivatives markets and some of them incurred huge losses. The reason of most of the derivatives disaster cases is not the derivatives trading itself but the lacking of internal control and risk management system. From a case of the China Aviation Oil Singapore Corp Ltd that lost 550 million US dollars in futures speculative trading, one can see that the establishment of a complete and efficient risk control system is necessary for an enterprise to engage in derivatives trading. However, the most important thing is whether the risk control system is severely implemented or not. The purpose of this paper is to explore the potential use of futures markets by Chinese enterprises and to suggest using Enterprise Risk Management' Integrated Framework (ERM) (2004) by COSO to establish the control system of futures and other derivatives instruments. 2007 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/21037/1/07MAlixjx5.pdf Xu, Jia (2007) How Chinese Enterprises Use Futures and How to Manage Its Risk. [Dissertation (University of Nottingham only)] (Unpublished)
spellingShingle Xu, Jia
How Chinese Enterprises Use Futures and How to Manage Its Risk
title How Chinese Enterprises Use Futures and How to Manage Its Risk
title_full How Chinese Enterprises Use Futures and How to Manage Its Risk
title_fullStr How Chinese Enterprises Use Futures and How to Manage Its Risk
title_full_unstemmed How Chinese Enterprises Use Futures and How to Manage Its Risk
title_short How Chinese Enterprises Use Futures and How to Manage Its Risk
title_sort how chinese enterprises use futures and how to manage its risk
url https://eprints.nottingham.ac.uk/21037/