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Financial Risk Management in Banking

- Evidence from Asia Pacific

af Shahsuzan Zakaria

indgår i Banking, Money and International Finance serien

Financial Risk Management in Banking af Shahsuzan Zakaria
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.
  • 2-3 uger.
  • 9. Oktober 2024
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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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