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Incentives for financial risk management in Vietnamese enterprises : a study on their determinants
Nguyen Khac Quoc Bao - In: Journal of economic development 22 (2015) 2, pp. 85-101
Persistent link: https://www.econbiz.de/10011564574
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The effect of enterprise risk management on corporate risk management
Yun, Jiyeon - In: Finance research letters 55 (2023) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10014473435
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Tunisia; Financial System Stability Assessment Update
International Monetary Fund (IMF); International … - 2006
From the 2002 Financial Sector Assessment Program (FSAP), a number of structural reforms have been carried out in the financial system. A number of measures have been taken in the regulatory, fiscal, and legal areas to improve credit quality and financial transparency. The stress test confirms...
Persistent link: https://www.econbiz.de/10011244664
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A Primer for Risk Measurement of Bonded Debt From the Perspective of a Sovereign Debt Manager
Papaioannou, Michael G. - International Monetary Fund (IMF) - 2006
This paper presents some conventional and new measures of market, credit, and liquidity risks for government bonds. These measures are analyzed from the perspective of a sovereign's debt manager. In particular, it examines duration, convexity, M-square, skewness, kurtosis, and VaR statistics as...
Persistent link: https://www.econbiz.de/10005825661
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Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings
Sy, Amadou N. R. - International Monetary Fund (IMF) - 2005
The large holdings of government securities by banks in India draw attention to their risk as interest rates are at historical low levels. This paper measures such a risk using duration and value-at-risk methods and assesses its current management by banks. The main finding is that some public...
Persistent link: https://www.econbiz.de/10005826476
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Puttable and Extendible Bonds; Developing Interest Rate Derivatives for Emerging Markets
Neftci, Salih N.; Santos, Andre - International Monetary Fund (IMF) - 2003
gains from hedging long-term bonds with interest rate derivatives. These bonds can help develop interest-rate derivative …
Persistent link: https://www.econbiz.de/10005826508
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Government Bonds and their Investors; What Are the Facts and Do they Matter?
Andritzky, Jochen R. - International Monetary Fund (IMF) - 2012
This paper introduces a new dataset on the composition of the investor base for government securities in the G20 advanced economies and the euro area. During the last decades, investors from abroad have increased their presence in government bond markets. The financial crisis broke this trend....
Persistent link: https://www.econbiz.de/10011242181
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Currency Hedging for International Portfolios
Schmittmann, Jochen M. - International Monetary Fund (IMF) - 2010
This paper examines the benefits from hedging the currency exposure of international investments in single- and multi … 2009, hedging of currency risk substantially reduced the volatility of foreign investments at a quarterly investment … hedging for risk reduction purposes remained strong.In addition to its impact on risk, hedging affected returns in …
Persistent link: https://www.econbiz.de/10008560448
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A Framework for Financial Market Development
Chami, Ralph; Sharma, Sunil; Fullenkamp, Connel - International Monetary Fund (IMF) - 2009
The paper proposes a framework for examining the process of financial market development. The framework, consistent with the functional view of financial system design, is anchored in studying the incentives facing the key players in financial markets-borrowers, lenders, liquidity providers, and...
Persistent link: https://www.econbiz.de/10008528687
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New Landscape, New Challenges; Structural Change and Regulation in the U.S. Financial Sector
Bhatia, Ashok Vir - International Monetary Fund (IMF) - 2007
Given the rapid evolution of the U.S. financial sector and attendant regulatory challenges, this paper explores ways to fine-tune U.S. oversight arrangements. It surveys the financial landscape, separating a highly regulated, multi-business, and (in terms of relative asset holdings) shrinking...
Persistent link: https://www.econbiz.de/10005604914