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Optimal capital structure and risk management policies of banks that use coco futures to hedge financial-sector risk

Goldstein, Robert S.; Yang, Fan - In: Review of finance : journal of the European Finance … 28 (2024) 1, pp. 235-270

Persistent link: https://www.econbiz.de/10014527077

A closed-form solution to the risk-taking motivation of subordinated debtholders

Heller, Yuval; Peleg-Lazar, Sharon; Raviv, Alon - In: Economics letters 181 (2019), pp. 169-173

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Understanding and managing interest rate risk at banks

Acharya, Viral V. - In: Macroeconomics and finance in emerging market economies 11 (2018) 1/3, pp. 218-231

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Hedging executive compensation risk through investment banks

Dye, Ronald A.; Sridhar, Sri S. - In: The accounting review : a publication of the American … 91 (2016) 4, pp. 1109-1138

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Control without limits : why the "fundamental review of trading books" is a good step forward and how it could go further

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Reducing transaction costs for interest rate risk hedging with stochastic programming

Blomvall, Jörgen; Hagenbjörk, Johan - In: European journal of operational research : EJOR 302 (2022) 3, pp. 1282-1293

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Financial Hedging of Operational Risk Constraints : A General Framework

Valdés, León; Caldentey, Rene - 2023

financial hedging strategy so that the problem reduces to a constrained maximization over operational policies. Our results show … how financial hedging can be effectively used to expand the set of admissible operating policies (from a risk management …

Persistent link: https://www.econbiz.de/10014353656