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Financial Risk Management in Banking

- Evidence from Asia Pacific

Bag om Financial Risk Management in Banking

This book will help banks to improve their risk management practices by proposing a new method for measuring risk management efficiency, integrating two elements: (i) a non-parametric approach known as Data Envelopment Analysis (DEA); and (ii) a Dollar-offset Ratio (DOR) method of hedge effectiveness tests.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780367784232
  • Indbinding:
  • Paperback
  • Sideantal:
  • 276
  • Udgivet:
  • 31. marts 2021
  • Størrelse:
  • 156x234x0 mm.
  • Vægt:
  • 550 g.
  • BLACK NOVEMBER
Leveringstid: 2-3 uger
Forventet levering: 4. december 2024

Beskrivelse af Financial Risk Management in Banking

This book will help banks to improve their risk management practices by proposing a new method for measuring risk management efficiency, integrating two elements: (i) a non-parametric approach known as Data Envelopment Analysis (DEA); and (ii) a Dollar-offset Ratio (DOR) method of hedge effectiveness tests.

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