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Mitigation of foreign Direct investment risk and hedging
Wahl, Jack E.; Broll, Udo - 2009
/Estrin 2004) together with the fact that almost all (92 %) of the world's top 500 companies enter derivatives markets for hedging …
Persistent link: https://www.econbiz.de/10010301354
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Mitigation of foreign Direct investment risk and hedging
Wahl, Jack E.; Broll, Udo - 2009
/Estrin 2004) together with the fact that almost all (92 %) of the world's top 500 companies enter derivatives markets for hedging … purposes (ISDA 2008). -- state-dependency ; country risk ; foreign direct investment ; hedging …
Persistent link: https://www.econbiz.de/10003941158
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Mitigation of Foreign Direct Investment Risk and Hedging
Wahl, Jack E. - 2010
/Estrin 2004) together with the fact that almost all (92 %) of the world's top 500 companies enter derivatives markets for hedging …
Persistent link: https://www.econbiz.de/10013144740
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Mitigation of Foreign Direct Investment : Risk and Hedging
Broll, Udo - 2010
/Estrin 2004) together with the fact that almost all (92 %) of the world's top 500 companies enter derivatives markets for hedging …
Persistent link: https://www.econbiz.de/10013147871
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Mitigation of Foreign Direct Investment Risk and Hedging
Wahl, Jack E.; Broll, Udo - In: Frontiers in Finance and Economics 7 (2010) 1, pp. 21-33
/Estrin 2004) together with the fact that almost all (92 %) of the world’s top 500 companies enter derivatives markets for hedging …
Persistent link: https://www.econbiz.de/10009651165
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Mitigation of foreign Direct investment risk and hedging
Wahl, Jack E.; Broll, Udo - Fakultät Wirtschaftswissenschaften, Technische … - 2009
/Estrin 2004) together with the fact that almost all (92 %) of the world's top 500 companies enter derivatives markets for hedging …
Persistent link: https://www.econbiz.de/10009226193
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Banking firm, equity and value at risk
Broll, Udo; Sobiech, Anna; Wahl, Jack E. - In: Contemporary economics 6 (2012) 4, pp. 50-53
The paper focuses on the interaction between the solvency probability of a banking firm and the diversification potential of its asset portfolio when determining optimal equity capital. The purpose of this paper is to incorporate value at risk (VaR) into the firm-theoretical model of a banking...
Persistent link: https://www.econbiz.de/10009768157
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Value at risk, bank equity and credit risk
Broll, Udo; Wahl, Jack E. - 2003
We study the implications of the value at risk concept for the bank's optimum amount of equity capital under credit risk. The market value of loans is risky and lognormally distributed. We show that the required equity capital depends upon managerial and market factors. Furthermore, the bank's...
Persistent link: https://www.econbiz.de/10010507748
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Banking Firm, Equity and Value at Risk
Broll, Udo - 2013
The paper focuses on the interaction between the solvency probability of a banking firm and the diversification potential of its asset portfolio when determining optimal equity capital. The purpose of this paper is to incorporate value at risk (VaR) into the firm-theoretical model of a banking...
Persistent link: https://www.econbiz.de/10013088862
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Financial hedging and banks' assets and liabilities management
Wahl, Jack E.; Broll, Udo - In: Risk management : challenge and opportunity : with 37 …, (pp. 213-227). 2000
Persistent link: https://www.econbiz.de/10001496196