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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