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LEADER 00000cam a22003738i 4500
005 20190822135944.0
008 190822s2019 nyu 000 0 eng
010 2019020940
019 21147041
020 9781138388277|q(hardback)
020 |z9780429425653|q(ebook)
040 DLC|beng|erda|cDLC
042 pcc
050 00 HG3252|b.Z35 2019
100 1 Zakaria, Shahsuzan,|eauthor
245 10 Financial risk management in banking :|bevidence from Asia
Pacific /|cShahsuzan Zakaria and Sardar M. N. Islam.
250 1st Edition.
264 1 New York :|bRoutledge,|c2019.
300 xx, 275 p.:|bill ;|c24cm.
520 "As risk-taking is an essential part of the banking
industry, banks must practice 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 insight into the
integrated approach of dollar-offset ratio and Data
Envelopment Analysis, based on derivatives usage. As
demonstrated in the modelling exercise, this integrated
approach can be applied to other cases requiring risk
management efficiency measurement strategies. It further
analyses the efficiency measurement under stochastic DEA
approaches, namely (i) Bootstrap DEA (BDEA), (ii)
Sensitivity Analysis, and (iii) Chance-constrained DEA
(CCDEA). 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 reduce the impacts from
external risks, such as changes in interest rates and
exchange rates. Furthermore, the 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"--|cProvided by publisher
650 0 Banks and banking|zPacific Area
650 0 Banks and banking|zAsia
650 0 Financial risk management|zPacific Area
650 0 Financial risk management|zAsia
700 1 Islam, Sardar M. N.,|d1950-|eauthor