Shahsuzan Zakaria, Sardar Islam

Financial Risk Management in Banking (eBook, PDF)

Evidence from Asia Pacific

• Format: PDF

Produktbeschreibung

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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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 298
• Erscheinungstermin: 8. August 2019
• Englisch
• ISBN-13: 9780429758652
• Artikelnr.: 57432135

Autorenporträt

Shahsuzan Zakaria, PhD, is an Assistant Professor at the Faculty of Business and Management, Universiti Teknologi MARA (UiTM), Kelantan, Malaysia.

Sardar M. N. Islam, PhD, is currently a Professor of Economic Studies (and has also been a Professor of Business, Economics and Finance (2007-2017)) at Victoria University, Melbourne, Australia.

Inhaltsangabe

List of figures. List of tables. List of abbreviations. Preface and
summary.
1. Introduction.
2. Literature review: relationship between derivatives and risk management
and the concept of risk management efficiency and its measurement.
3. Risk management efficiency measurement and analysis: an alternative
measure based on hedge accounting.
4. An alternative methodology for risk management efficiency measurement
and analysis using DEA approach with ratio analysis based on hedge
accounting.
5. Risk management efficiency measurement and analysis under uncertainty.
Part A: Bootstrapping analysis of data uncertainty; Part B: Sensitivity
analysis; Part C: Chance constrained stochastic variables (parameters
uncertainty).
6. Research Summary and Conclusion.
References. Index.