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Harvard Case - Futures on the Mexican Peso

"Futures on the Mexican Peso" Harvard business case study is written by Kenneth A. Froot, Matthew McBrady, Mark Seasholes. It deals with the challenges in the field of Finance. The case study is 22 page(s) long and it was first published on : Aug 1, 1995

At Fern Fort University, we recommend that Grupo Elektra hedge its exposure to Mexican Peso depreciation by utilizing forward contracts and option contracts. This strategy will mitigate the risk of financial losses due to currency fluctuations, allowing the company to focus on its core business operations and long-term growth. We also recommend that Grupo Elektra diversify its revenue streams by exploring new markets and expanding its product portfolio to reduce its reliance on the Mexican Peso.

2. Background

This case study focuses on Grupo Elektra, a Mexican multinational conglomerate with a diverse portfolio of businesses, including retail, financial services, and appliances. The company faces significant exposure to the Mexican Peso, which has been volatile in recent years. This volatility poses a significant risk to Grupo Elektra's financial performance, particularly its international business and foreign investments. The case study explores the company's financial strategy and the potential impact of currency fluctuations on its operations.

The main protagonists of the case study are:

  • Ricardo Salinas Pliego, the founder and CEO of Grupo Elektra, who is known for his entrepreneurial spirit and aggressive financial strategies.
  • The company's management team, who are tasked with navigating the complex financial landscape and making strategic decisions to protect the company's interests.
  • Investors and analysts, who are closely watching Grupo Elektra's performance and evaluating its financial risk.

3. Analysis of the Case Study

This case study can be analyzed through the lens of financial risk management, international finance, and investment management.

Financial Risk Management:

  • Currency Risk: Grupo Elektra faces significant currency risk due to its international operations and foreign investments. The Mexican Peso's volatility can impact the company's profitability by affecting the value of its foreign earnings and assets.
  • Hedging Strategies: The case study explores various hedging strategies, including forward contracts, option contracts, and currency swaps, to mitigate currency risk.
  • Risk Tolerance: Grupo Elektra's risk tolerance is a crucial factor in determining the appropriate hedging strategy. The company needs to balance the potential benefits of hedging with the associated costs.

International Finance:

  • Foreign Exchange Markets: Understanding the dynamics of foreign exchange markets is essential for managing currency risk. Fluctuations in exchange rates are influenced by a multitude of factors, including economic growth, interest rates, and political stability.
  • International Business Strategy: Grupo Elektra's international business strategy should consider the potential impact of currency fluctuations on its operations and profitability. The company needs to develop strategies to manage currency risk and ensure its long-term success.

Investment Management:

  • Portfolio Management: Grupo Elektra's investment portfolio is exposed to currency risk. The company needs to carefully manage its investments to minimize the impact of currency fluctuations.
  • Asset Allocation: The case study highlights the importance of asset allocation in managing currency risk. Diversifying investments across different currencies can help reduce overall exposure.

4. Recommendations

To mitigate the risk of Mexican Peso depreciation, Grupo Elektra should adopt a multi-pronged approach:

  • Hedging: The company should use forward contracts to lock in future exchange rates for its foreign earnings and liabilities. This will provide a predictable exchange rate and protect the company from losses due to currency fluctuations. Additionally, option contracts can be used to provide downside protection while allowing for potential upside gains if the Peso appreciates.
  • Diversification: Grupo Elektra should diversify its revenue streams by expanding into new markets and developing new products. This will reduce the company's reliance on the Mexican Peso and provide a buffer against currency fluctuations.
  • Financial Management: Grupo Elektra should strengthen its financial management practices, including cash flow management, debt management, and capital budgeting. This will improve the company's financial resilience and ability to weather currency fluctuations.

5. Basis of Recommendations

These recommendations are based on the following considerations:

  • Core Competencies and Consistency with Mission: Hedging and diversification are consistent with Grupo Elektra's mission to create value for its shareholders. These strategies will help the company mitigate financial risks and achieve its long-term growth objectives.
  • External Customers and Internal Clients: Hedging and diversification will benefit both external customers and internal clients. By reducing financial risk, the company can offer more stable prices and reliable services to its customers. This, in turn, will improve the company's profitability and create a more secure environment for its employees.
  • Competitors: Grupo Elektra's competitors are also exposed to currency risk. By taking proactive steps to manage this risk, the company can gain a competitive advantage in the market.
  • Attractiveness - Quantitative Measures: The use of forward contracts and option contracts can be evaluated based on their cost-benefit analysis. The company can model different scenarios and determine the potential impact of hedging on its profitability.

6. Conclusion

Grupo Elektra faces significant currency risk due to its exposure to the Mexican Peso. By implementing a comprehensive strategy that includes hedging, diversification, and improved financial management, the company can mitigate this risk and enhance its long-term profitability.

7. Discussion

Other alternatives not selected include:

  • Currency Swaps: While currency swaps can be effective for hedging, they involve more complex financial arrangements and may not be suitable for all companies.
  • Doing Nothing: This option would expose the company to significant currency risk and could lead to significant financial losses.

Key assumptions of our recommendation:

  • Stability of the Mexican Peso: We assume that the Mexican Peso will remain relatively stable in the long term.
  • Effectiveness of Hedging Strategies: We assume that hedging strategies will be effective in mitigating currency risk.
  • Market Conditions: We assume that market conditions will remain favorable for Grupo Elektra's business operations.

8. Next Steps

To implement these recommendations, Grupo Elektra should take the following steps:

  • Develop a comprehensive hedging strategy: This strategy should include specific details on the types of hedging instruments to be used, the amount of exposure to be hedged, and the timing of hedging transactions.
  • Establish a dedicated risk management team: This team will be responsible for monitoring currency markets, executing hedging transactions, and evaluating the effectiveness of hedging strategies.
  • Develop a plan for diversification: This plan should identify potential new markets and products to expand into.
  • Strengthen financial management practices: This includes improving cash flow management, debt management, and capital budgeting.

By taking these steps, Grupo Elektra can effectively manage currency risk and achieve its long-term growth objectives.

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Case Description

The Chicago Mercantile Exchange needs to decide how to design, and whether and when to introduce, a futures contract on the Mexican peso.

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