risk. One of the ways to mitigate this riskis the use of currency derivatives to hedge this foreign exchange exposure … ofcurrency derivatives.In conflict with international trends high growth opportunities is not seen assignificant within the South … African context when describing whether a firm willhedge it?s foreign exchange exposure with currency derivatives or not …

In 2007 an international financial crisis developed and specialised financial products known as credit derivatives … experts have suggested in controlling the perceived excesses of the credit derivatives industry. These solutions were then … critically examined, by interviewing financial experts who deal in credit derivatives, to determine whether these solutions are …

derivatives usage ratios are modelled by using a partialadjustment framework. The main results of this analysis suggest that … demonstrate that there is no significant relationship between capital and derivatives. The market risk capital regulations allow …

is modelled using extreme value theory and the joint density of hedge fund index returns is constructed using a copula …

models. In the third part of the study, copula approaches as an alternative are applied to measure farm credit risk under the … other industries.Estimated average asset correlation from Gaussian and t copula is 11%, similar to that by using a single … factor model (Katchova and Barry 2005). The estimated average default correlation from Gaussian copula is less than 1% while …