Financial Risk Management in Banking: Evidence from Asia Pacific

By Shahsuzan Zakaria, Sardar M.N. Islam, Sardar Islam

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 0367784238
• ISBN13: 9780367784232
• Release Date: March 2021
• Publisher: Routledge
• Length: 276 Pages
• Weight: 0.93 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"