Financial risk management in banking: evidence from asia pacific
Auteur :
Zakaria, Shahsuzan / Islam, Sardar
Éditeur :
Taylor & Francis Ltd
ISBN :
9780367784232
Date de publication :
31 mars 2021
Dimensions :
23,4 x 15,6 cm
Poids :
430 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.