MARC details
| 000 -LEADER |
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| fixed length control field |
03269nam a22002297a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20230118130250.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
230118b ||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780367784232 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
658.155 |
| Item number |
ZAK |
| 100 ## - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Zakaria, Shahsuzan |
| 245 ## - TITLE STATEMENT |
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| Title |
Financial risk management in banking: |
| Remainder of title |
evidence from Asia Pacific |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Name of publisher, distributor, etc. |
Routledge |
| Place of publication, distribution, etc. |
London |
| Date of publication, distribution, etc. |
2021 |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
xv, 275 p. |
| 365 ## - TRADE PRICE |
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| Price type code |
GBP |
| Price amount |
32.99 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc. note |
Table of Contents<br/>List of figures. List of tables. List of abbreviations. Preface and summary.<br/><br/><br/><br/>1. Introduction.<br/>2. Literature review: relationship between derivatives and risk management and the concept of risk management efficiency and its measurement.<br/>3. Risk management efficiency measurement and analysis: an alternative measure based on hedge accounting.<br/>4. An alternative methodology for risk management efficiency measurement and analysis using DEA approach with ratio analysis based on hedge accounting.<br/>5. Risk management efficiency measurement and analysis under uncertainty. Part A: Bootstrapping analysis of data uncertainty; Part B: Sensitivity analysis; Part C: Chance constrained stochastic variables (parameters uncertainty).<br/>6. Research Summary and Conclusion.<br/><br/><br/><br/>References. Index. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
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.<br/><br/><br/><br/>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.<br/><br/><br/><br/>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.<br/><br/><br/><br/>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. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Financial risk management |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Banks and banking |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
International finance |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Islam, Sardar M. N. |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Book |