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This chapter aims to help an Indian commercial bank to choose between Asian Offshore CNH Bond and Asian Offshore USD Bond using the measures of basis risk, yield curve risk, credit risk, market risk capital, credit risk capital and market risk capital
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The present arrangements for providing developing countries, and in particular the least developed countries, with international finance are inadequate in both quantitative and qualitative terms. Fundamental changes seem necessary. These changes might incorporate the establishment of a new...
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