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The pricing of FX forward contracts : micro evidence from banks' dollar hedging
Abbassi, Puriya; Bräuning, Falk - 2018
in banks' dollar hedging costs. For identification, we exploit regulatory end-of-quarter reporting that penalizes banks …
Persistent link: https://www.econbiz.de/10011916907
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The Pricing of FX Forward Contracts : Micro Evidence from Banks' Dollar Hedging
Abbassi, Puriya - 2019
in banks' dollar hedging costs. For identification, we exploit regulatory end-of-quarter reporting that penalizes banks …
Persistent link: https://www.econbiz.de/10012897681
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Demand Effects in the FX Forward Market : Micro Evidence from Banks’ Dollar Hedging
Abbassi, Puriya - 2020
Using contract-level supervisory data, we show that dollar forward sales by non-US banks that are initiated at the end of a quarter and mature shortly after it concludes trade at higher prices and higher volumes. These effects are driven by banks with large net on-balance-sheet dollar assets...
Persistent link: https://www.econbiz.de/10012852939
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The pricing of FX forward contracts : micro evidence from banks' dollar hedging
Abbassi, Puriya; Bräuning, Falk - 2018 - This version: March 2018
conjunction with supervisory balance sheet information to study the drivers of banks' dollar hedging costs. Comparing contracts of … the same maturity that are initiated during the same hour of the same day, we find large heterogeneity in banks' hedging … are important for understanding how shocks are transmitted internationally through the FX hedging market. …
Persistent link: https://www.econbiz.de/10011911789
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Quantities and Covered-Interest Parity
Moskowitz, Tobias J.; Ross, Chase P.; Ross, Sharon Y.; … - National Bureau of Economic Research - 2024
Studies of intermediated arbitrage argue that bank balance sheets are an important consideration, yet little evidence exists on banks' positioning in this context. Using confidential supervisory data (covering $25 trillion in daily notional exposures) we examine banks' positions in connection...
Persistent link: https://www.econbiz.de/10014635670
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The offer of financial derivatives in the banking sector of the Republic of Serbia
Kobilarev, Mina; Živanović, Branko - In: Economic analysis : EA 52 (2019) 2, pp. 43-63
Persistent link: https://www.econbiz.de/10012182249
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Effect of financial derivatives on the performance of commercial banks in Nigeria
Uchechukwu, Chinedu John; Okafor, Regina G. - In: Afro-Asian Journal of Finance and Accounting : AAJFA 11 (2021) 6, pp. 834-860
Persistent link: https://www.econbiz.de/10012887392
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Crisis management at cross-roads : challenges facing cross-border financial institutions at the EU level : a joint publication with the Centre for European Policy Studies (CEPS)
Ayadi, Rym (ed.); Lierman, Frank (ed.); Balling, Morten (ed.) - Conference "Crisis Management at Cross-Roads" <2009, …; … - 2010
On 16th November 2009, SUERF, CEPS and the Belgian Financial Forum coorganized a conference "Crisis management at cross-roads" in Brussels. All papers in the present volume are based on contributions at the conference and the SUERF Annual Lecture which followed the event.
Persistent link: https://www.econbiz.de/10011706117
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The impact of investment diversification on financial performance of commercial banks in Ethiopia
Hailu, Aregu Asmare; Tassew, Abel Worku - In: Financial studies 22 (2018) 3, pp. 41-55
Commercial banks play an important role in the development of a country. A sound, progressive and dynamic banking system is a fundamental requirement for economic development. Thus, the purpose of this study was investigating the impact of investment diversification on financial performance of...
Persistent link: https://www.econbiz.de/10011964969
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Bank interest rate risk management
Vuillemey, Guillaume - In: Management science : journal of the Institute for … 65 (2019) 12, pp. 5933-5956
Persistent link: https://www.econbiz.de/10012146909