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Financial Risk Management in Banking

- Evidence from Asia Pacific

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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  • Språk:
  • Engelska
  • ISBN:
  • 9780367784232
  • Format:
  • Häftad
  • Sidor:
  • 276
  • Utgiven:
  • 31. mars 2021
  • Mått:
  • 156x234x0 mm.
  • Vikt:
  • 550 g.
  Fri leverans
Leveranstid: 2-4 veckor
Förväntad leverans: 17. december 2024

Beskrivning av 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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