Financial Risk Management in Banking Evidence From Asia Pacific

Riassunto

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.

Dettagli sul prodotto

• Autori: Shahsuzan Islam Zakaria, Shahsuzan Zakaria, Sardar Islam
• Editore: Taylor & Francis Ltd.
• Contenuto: Libro
• Forma del prodotto: Copertina rigida
• Data pubblicazione: 27.08.2019
• Categoria: Scienze sociali, diritto, economia > Economia > Management
• EAN: 9781138388277
• ISBN: 978-1-138-38827-7
• Numero di pagine: 276
• Serie: Banking, Money and International Finance
• Categorie: Business & Economics / General, BUSINESS & ECONOMICS / Accounting / General, BUSINESS & ECONOMICS / Economics / General, BUSINESS & ECONOMICS / Banks & Banking, BUSINESS & ECONOMICS / Finance / General, Banking, Financial Crisis, Data Envelopment Analysis, business strategy, Hedge Accounting, Stochastic DEA, banking industry, Banking Risk, DEA Model, interest rate swaps, OLS Regression, Dollar Offset Ratio, Traditional DEA, Derivatives Usage, Risk Management Efficiency, Risk management efficiency measurement, Stochastic Efficiency, Traditional DEA Approach, Financial uncertainty, CCR model, Efficiency Scores, Bootstrap DEA, PTE Score, DEA Window Analysis, Extreme Efficient DMU, Bootstrap Data Envelopment Analysis, Chance Constrained Data Envelopment Analysis, Deterministic DEA, Hedging Instrument, Hedged Items, Hedge Effectiveness, Measuring Hedge Effectiveness, Efficient DMU, Original DEA, DEA Approach, DEA Measurement