Financial Risk Management in Banking - Evidence From Asia Pacific

Summary

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.

Product details

• Authors: Sardar Islam, Shahsuzan Zakaria, Shahsuzan Islam Zakaria
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Hardback
• Released: 27.08.2019
• EAN: 9781138388277
• ISBN: 978-1-138-38827-7
• No. of pages: 276
• Series: Banking, Money and International Finance
• Subjects: Social sciences, law, business > Business > Management; Business & Economics / General, BUSINESS & ECONOMICS / Accounting / General, BUSINESS & ECONOMICS / Economics / General, BUSINESS & ECONOMICS / Banks & Banking, BUSINESS & ECONOMICS / Finance / General, Banking, business strategy