Financial risk management in banking: evidence from Asia Pacific
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 t...
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Abingdon, Oxon
Routledge
2019
|
| Schriftenreihe: | Banking, Money and International Finance
Banking, money and international finance 17 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | 1 online resource (xxii, 276 pages) |
| ISBN: | 9780429425653 0429425651 9780429758638 0429758634 9780429758645 0429758642 9780429758652 0429758650 |
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| author | Zakaria, Shahsuzan Islam, Sardar M. N. 1950- |
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| dewey-full | 658.15/5 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 658 - General management |
| dewey-raw | 658.15/5 |
| dewey-search | 658.15/5 |
| dewey-sort | 3658.15 15 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV047007987 |
| illustrated | Not Illustrated |
| index_date | 2024-07-03T15:58:05Z |
| indexdate | 2024-07-10T08:59:58Z |
| institution | BVB |
| isbn | 9780429425653 0429425651 9780429758638 0429758634 9780429758645 0429758642 9780429758652 0429758650 |
| language | English |
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| series2 | Banking, Money and International Finance Banking, money and international finance |
| spelling | Zakaria, Shahsuzan Verfasser aut Financial risk management in banking evidence from Asia Pacific Shahsuzan Zakaria and Sardar M.N. Islam Abingdon, Oxon Routledge 2019 1 online resource (xxii, 276 pages) txt rdacontent c rdamedia cr rdacarrier Banking, Money and International Finance Banking, money and international finance 17 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 Financial risk management Banks and banking Islam, Sardar M. N. 1950- aut https://www.taylorfrancis.com/books/9780429425653 Verlag URL des Erstveroeffentlichers Volltext |
| spellingShingle | Zakaria, Shahsuzan Islam, Sardar M. N. 1950- Financial risk management in banking evidence from Asia Pacific Financial risk management Banks and banking |
| title | Financial risk management in banking evidence from Asia Pacific |
| title_auth | Financial risk management in banking evidence from Asia Pacific |
| title_exact_search | Financial risk management in banking evidence from Asia Pacific |
| title_exact_search_txtP | Financial risk management in banking evidence from Asia Pacific |
| title_full | Financial risk management in banking evidence from Asia Pacific Shahsuzan Zakaria and Sardar M.N. Islam |
| title_fullStr | Financial risk management in banking evidence from Asia Pacific Shahsuzan Zakaria and Sardar M.N. Islam |
| title_full_unstemmed | Financial risk management in banking evidence from Asia Pacific Shahsuzan Zakaria and Sardar M.N. Islam |
| title_short | Financial risk management in banking |
| title_sort | financial risk management in banking evidence from asia pacific |
| title_sub | evidence from Asia Pacific |
| topic | Financial risk management Banks and banking |
| topic_facet | Financial risk management Banks and banking |
| url | https://www.taylorfrancis.com/books/9780429425653 |
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