Financial Risk Management In Banking (Banking, Money And International Finance)

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.

• | Author: Shahsuzan Zakaria, Sardar M. N. Islam
• | Publisher: Routledge
• | Publication Date: Mar 31, 2021
• | Number of Pages: 276 pages
• | Language: English
• | Binding: Paperback
• | ISBN-10: 0367784238
• | ISBN-13: 9780367784232