ways to manage risk of which one of the most important forms is interest rate risk. In this paper we use the mean …-variance (mean-standard deviation) approach to examine a banking firm investing in risky assets and hedging opportunities. The mean …-standard deviation framework can be used because our hedging model satisfies a scale and location condition. The focus of this study is …

A panel regression gives evidence that more flexibility in Asian exchange rates reduces risk associated with bank … borrowing abroad, but deviations from mean exchange rates, and from the renminbi, increase risk. Since the exchange rate regime …

which the risk management and hedging needs of investors may be effectively met through the derivative instruments. However …

The aim of this paper is to develop a methodology for thorough empirical testing of major contemporary corporate risk …

increases with time horizon. Overall, the impact of exchange rate risk on stock prices and cash flows is similar and determined …

The rationales for corporate risk management are examined from the point of view of the theory of finance and of key … stakeholder groups’ interests. A study of the use of hedging instruments in 161 Polish non-financial listed companies is then … determine relationships between the hedging decision and financial standing of companies. However, company size is proved to be …

counterparty credit risk management to the derivatives contracts. Today, managing counterparty credit risk has become an integrated … part of many derivative trading desks’ day-to-day activities and the need of accurate pricing, efficient hedging strategies … and most have a dedicated trading desk dynamically hedging their CVA. However, if pricing techniques have become standard …