that the repo-rateadjustment occurs every two months, the banking book risk management is short termfocused, and hedging …ENGLISH ABSTRACT: This study focuses on banking book interest rate risk management, more specifically shortterminterest … relates to lending andborrowing products in the South African commercial banking sector.The lending rates of most South …

that the repo-rateadjustment occurs every two months, the banking book risk management is short termfocused, and hedging …ENGLISH ABSTRACT: This study focuses on banking book interest rate risk management, more specifically shortterminterest … relates to lending andborrowing products in the South African commercial banking sector.The lending rates of most South …

of riskaversion that is based on the observed risk preferences of energy hedging marketparticipants. The resulting …

to past experience. This may assist with making decisions about selective hedging. Likewise, historical evidence may be … useful in evaluating expected returns from the use of put options. Results from simple hedging strategies using either …

Price risk management problems confronting grain processors differ somewhat from conventional motives for hedging … forward a firm should cover its inevitable short cash positions. This study incorporates these two components of hedging into … baking industry to further illustrate how these impact hedging in a particular industry. …

of risk aversion that is based on the observed risk preferences of energy hedging market participants. The resulting …