Essays In Banking And Risk Management
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Essays On Credit And Market Risk Management In Banking
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Author : 馮健彤
language : en
Publisher:
Release Date : 2003
Essays On Credit And Market Risk Management In Banking written by 馮健彤 and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Bank management categories.
Essays In Banking And Risk Management
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Author : James Ian Vickery
language : en
Publisher:
Release Date : 2004
Essays In Banking And Risk Management written by James Ian Vickery and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with categories.
(Cont.) Risk Management have begun implementing strategies to provide commodity price and weather insurance in the developing world. In Chapter 3 (joint with Professor Rob Townsend from the University of Chicago), we examine how shocks to the price of rubber, an important but volatile Thai export commodity, affect the income, consumption and intra-household remittances of rural Thai households. In contrast to related work on rainfall shocks, we find rubber price innovations are not well insured or smoothed--remittances, borrowing and saving play only small roles in ameliorating the effect of these shocks on the consumption of affected households. We argue that differences in the relative persistence of the two types of shocks provide a plausible reason for these divergent findings, drawing on the literature on buffer stock models of consumption behavior and risk sharing with limited commitment.
Essays In Bank Risk Management
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Author : James Hammann Gilkeson
language : en
Publisher:
Release Date : 1993
Essays In Bank Risk Management written by James Hammann Gilkeson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Bank investments categories.
Money And The Market
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Author : Kevin Dowd
language : en
Publisher: Routledge
Release Date : 2013-12-16
Money And The Market written by Kevin Dowd and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-16 with Business & Economics categories.
Kevin Dowd asserts that state intervention into financial and monetary systems has failed, and that we would be better off if financial markets were left to regulate themselves. This collection will appeal to students, researchers and policy makers in the monetary and financial area.
Essays In Innovative Risk Management Methods
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Author : Marco Desogus
language : en
Publisher:
Release Date : 2018-10
Essays In Innovative Risk Management Methods written by Marco Desogus and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10 with Business & Economics categories.
This analysis works towards overcoming the current business valuation logic as prevalently set by banks and other credit entities or, more generally, within risk capital markets. Current banking practice applies rigorous deterministic valuations that are based entirely on indices and ratios. Present accounting models are also poor representations of the correct money-credit-production-income mechanisms. This research proposes reforms for methods of business evaluation and determining the relative solidity or probability of insolvency. Each of the themes treated has its own identity, however they are integrated in relation to problems related to bank risk management and relevant creditworthiness assessments.
Essays In Risk Management
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Author : Amiyatosh Kumar Purnanandam
language : en
Publisher:
Release Date : 2005
Essays In Risk Management written by Amiyatosh Kumar Purnanandam and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with categories.
Essays On Bank Risk Management
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Author : Congyu Liu
language : en
Publisher:
Release Date : 2018
Essays On Bank Risk Management written by Congyu Liu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with Banks and banking categories.
This dissertation includes three chapters. The first chapter studies the impact of compensation on the types of risk taken by bank CEOs according to the time horizon when losses are realized. Bonus is recognized to encourage executives to boost short-term profits while equity compensation motivates long term growth. I use Guidance on Sound Incentive Compensation Policies ("the Guidance"), part of the Dodd-Frank Act, as an exogenous shock to the compensation structure of executives in banks with over $1 billion total assets. The Guidance requires banks to make deferred payment and risk adjusted awards. Using banks with less than $1billion in assets as control, I find that the treated banks pay executives with higher percentage in the stocks and engage in activities with less short-term risk and less down-side long-term risk. This paper empirically documents the effectiveness of the Guidance on the bank CEOs compensation and show that the compensation structure alters the types of risk that CEOs take. This second chapter documents the cross hedging of interest rate risk within bank holding companies (BHCs): Subsidiaries capable of risk management manage interest rate risk for themselves and for other banks in the same BHC. Bank mergers are used as exogenous shocks to address endogeneity concerns. Cross hedging increases with the complexity of BHCs, uses funds from the external capital market, and reduces exposure to interest rate risk. The paper contributes to the internal capital market literature by documenting risk management redistribution in BHCs. The third chapter examines the relation between deposit market power and several interest rate risk management tools, including interest rate derivatives hedging, wholesale funding management, and liquid asset management. Drechsler et al. (2017) document that banks can transmit monetary policy without interest rate risk because of their deposit market power. This paper hypothesizes that other risk management tools can be substitutions for market power. It finds that banks with larger market power have lower derivatives hedging level. They respond to a Fed fund rate increase with higher wholesale funding and liquid asset holding to replace the deposit outflow. This paper contributes to the banking risk management literature by documenting the mutual relation among risk management tools.
Analyzing Banking Risk
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Author : Hennie van Greuning
language : en
Publisher: World Bank Publications
Release Date : 2009-03-31
Analyzing Banking Risk written by Hennie van Greuning and has been published by World Bank Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-03-31 with Business & Economics categories.
This book provides a comprehensive overview of topics focusing on assessment, analysis, and management of financial risks in banking. The publication emphasizes risk-management principles and stresses that key players in the corporate governance process are accountable for managing the different dimensions of financial risk. This third edition remains faithful to the objectives of the original publication. A significant new edition is the inclusion of chapters on the management of the treasury function. Advances made by the Basel Committee on Banking Supervision are reflected in the chapters on capital adequacy, transparency, and banking supervision. This publication should be of interest to a wide body of users of bank financial data. The target audience includes persons responsible for the analysis of banks and for the senior management or organizations directing their efforts.
Essays On Risk Management And Liquidity Private Banking And Executive Compensation
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Author : Michael R. Reichenecker
language : en
Publisher:
Release Date : 2012
Essays On Risk Management And Liquidity Private Banking And Executive Compensation written by Michael R. Reichenecker and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with categories.
Analyzing And Managing Banking Risk
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Author : Hennie van Greuning
language : en
Publisher: World Bank Publications
Release Date : 2003
Analyzing And Managing Banking Risk written by Hennie van Greuning and has been published by World Bank Publications this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Business & Economics categories.
This is the second edition of this book which considers issues involved in the assessment, analysis, and management of financial risks in banking. It highlights risk-management principles and the accountability of key players in corporate governance process, as well as discussing transparency in bank's financial statements. It also contains new material including chapters on the management of the treasury function, management of a stable liquidity investment portfolio, and a discussion of proprietary trading activities and asset management liability components. A hardback version is also available (ISBN 0821354655) containing illustrative prototype software and Excel spreadsheets which can be adapted for banking diagnostic processes.