Author: Larry D. WallPublisher:
ISBN:
Category : Corporations
Languages : en
Pages : 62
Book Description
Interest Rate Swaps in an Agency Theoretic Model with Uncertain Interst Rates
Author: Larry D. WallPublisher:
ISBN:
Category : Corporations
Languages : en
Pages : 62
Book Description
Research Handbook of Financial Markets
Author: Refet S. GürkaynakPublisher: Edward Elgar Publishing
ISBN: 1800375328
Category : Business & Economics
Languages : en
Pages : 533
Book Description
The Research Handbook of Financial Markets carefully discusses the histories and current states of the most important financial markets and institutions, as well as explicitly underscoring open questions that need study. By describing the institutional structure of different markets and highlighting recent changes within them, it accurately highlights their evolving nature.
Interest Rate Swaps
Author: Carl R. BeidlemanPublisher: Irwin Professional Publishing
ISBN:
Category : Business & Economics
Languages : en
Pages : 550
Book Description
This broad overview of swaps brings you the experience of prominent international authorities who explain how to effectively manage interest rate risk.
Journal of Corporate Finance
Author: Financial Risk Management in Banking
Author: Shahsuzan ZakariaPublisher: Routledge
ISBN: 0429758650
Category : Business & Economics
Languages : en
Pages : 276
Book Description
As risk-taking is an essential part of the banking industry, banks must practise efficient risk management to ensure survival in uncertain financial climates. Banking operations are specifically affected by fluctuations in interest rates which cause financial imbalance; thus banks are now required to put in place an effective management structure that incorporates risk management efficiency measures that help mitigate the wide range of risks they face. In this book, the authors have developed a new modelling approach to determine banks’ financial risk management by offering detailed insights into the integrated approach of dollar-offset ratio and Data Envelopment Analysis (DEA), based on derivatives usage. It further analyses the efficiency measurement under stochastic DEA approaches, namely (i) Bootstrap DEA (BDEA), (ii) Sensitivity Analysis and (iii) Chance-Constrained DEA (CCDEA). As demonstrated in the modelling exercise, this integrated approach can be applied to other cases that require risk management efficiency measurement strategies. Additionally, this is the first book to comprehensively review the derivative markets of both the developed and developing countries in the Asia-Pacific region, by examining the differences of risk management efficiency of the banking institutions in these countries. Based on this measurement approach, strategies are provided for banks to improve their strategic risk management practices, as well as to reduce the impacts from external risks, such as changes in interest rates and exchange rates. Furthermore, this book will help banks to keep abreast of recent developments in the field of efficiency studies in management accounting, specifically in relation to hedge accounting, used by banks in the Asia-Pacific region.
Journal of Banking & Finance
Author: The Valuation of US Dollar Interest Rate Swaps
Author: Julian AlworthPublisher:
ISBN:
Category : Dollar, American
Languages : en
Pages : 52
Book Description
Reporting Interest Rate Swaps
Author: Barbara Turk UlissPublisher: Garland Publishing
ISBN:
Category : Business & Economics
Languages : en
Pages : 208
Book Description
Blockchain Technology and Application
Author: Xueming SiPublisher: Springer Nature
ISBN: 9811532788
Category : Computers
Languages : en
Pages : 252
Book Description
This book constitutes the refereed proceedings of the Second CCF China Blockchain Conference, CBCC 2019, held in Chengdu, China, in October 2019. The 16 revised full papers presented were carefully reviewed and selected from 112 submissions. The papers deal with research results and development activities in all aspects of blockchain science and technology.
Author: Gautam Goswami