Showing 1 - 10 of 83
Purpose – The objective of this paper is to assess the degree to which Islamic banks in Brunei Darussalam use risk management practices (RMPs) and techniques in dealing with different types of risk. Design/methodology/approach – The researcher developed a questionnaire which covers six...
Persistent link: https://www.econbiz.de/10005081138
-time downside risk-based capital budgeting system, this project sheds light on corporate risk management, and provides risk …
Persistent link: https://www.econbiz.de/10005081139
Purpose–The purpose of this paper is to build an easy to implement, pragmatic and parsimonious yet accurate model to determine an exposure at default (EAD) distribution for CCL (contingent credit lines) portfolios. Design/methodology/approach–Using an algorithm similar to the basic...
Persistent link: https://www.econbiz.de/10009415545
Purpose – Risk aversion is an important characteristic associated with family firms. Despite growing literature in recent years, a consistent picture of what we know about the risk aversion of family firms has not evolved. Thus, this paper presents a systematic overview of whether family firms...
Persistent link: https://www.econbiz.de/10010610636
Purpose – Estimation of default and asset correlation is crucial for banks to manage and measure portfolio credit risk. The purpose of this paper is to find empirical relationship between the default and asset correlation with default probability, to understand the effect of systematic risk....
Persistent link: https://www.econbiz.de/10010610638
Purpose – The purpose of this paper is to examine the valuation effect of derivatives use in the French market using a sample of 250 non-financial firms over the period 2000-2002. Design/methodology/approach – The approach taken is application of linear regression framework and panel data...
Persistent link: https://www.econbiz.de/10010610639
Purpose – The purpose of this paper is to present an overview of weather derivatives markets and to highlight the importance of the contributing factors for weather risk management such as weather sensitivity, weather forecast, and economic growth. In this paper, the prospective of using...
Persistent link: https://www.econbiz.de/10010610640
Purpose – The purpose of this paper is to explore the roles of diversification, hedging, and a third risk-reduction process – “pacification” – in risk finance. Design/methodology/approach – After briefly reviewing the concepts of diversification and hedging, a simple mathematical...
Persistent link: https://www.econbiz.de/10010610648
Purpose – The purpose of this paper is to examine the current status of risk management in Indian companies and explore the reasons for the adoption or lack of adoption of integrated approach to risk management. It identifies the imperatives for implementation of comprehensive risk management...
Persistent link: https://www.econbiz.de/10010610650
Purpose – The purpose of this paper is to examine the uncertainty of acquiring the lowest possible airfare when contemplating the purchase of a ticket. A real option model is applied to value insurance contracts that could be offered to passengers to cope with price risk. Furthermore, the...
Persistent link: https://www.econbiz.de/10010610655