ADAPTATION OF STATISTICAL CRITERIA TO CURRENCY RISK MANAGEMENT IN THE CONTEXT OF GLOBAL UNCERTAINTY

The article presents the results of the analysis of the study of the possibilities of using statistical quality criteria to assess and manage currency risk in the context of global uncertainty caused by currency market fluctuations.It describes the applicability of the mathematical apparatus of statistical criteria for assessing management to the analysis of currency risks.The analysis is based on the methods of comparing the existing practice of responding to manifestations of currency market fluctuations, their protective and preventive measures in order to minimize losses when performing currency transactions, contractual obligations and financial settlements with the formalization of the essence of statistical quality criteria, recommendations and application possibilities.Based on the possible manifestations of specific statistical criteria in various situations of currency risk management during currency market fluctuations, a conclusion is made on the possibility of using statistical quality criteria in managing currency markets under uncertainty.Recommendations are provided for the implementation of specific statistical criteria.Using currency risk management solutions, companies can present their currency positions, ensuring accurate data processing and quickly respond to changes in the currency market, increasing the overall effectiveness of management.An illustration of the results of comparisons of existing criteria under uncertainty and statistical criteria for assessing currency risk is the systematization of their possible manifestations in currency risk management technologies in the form of insurance options, hedging instruments, currency clauses, mortgages, and fixed-rate contracts.The scientific novelty of the I