the supply of commercial and industrial (C&I) loans is constrained. Hedging and bank capital regulation provide reasons …

importance of hedging theories and to look at the detailed risk management practices of companies. Findings – The research …Purpose – The purpose of this paper is to examine the interest rate risk management (IRRM) practices of UK companies … findings confirm that all five theories of financial risk management have some support in practice. However, while the …

portfolio to be hedged against interest rate risk. Design/methodology/approach – In this paper, a general model is developed to … against interest rate risk. Originality/value – An innovative model has been developed that helps create a portfolio of m …

This paper sheds light on the attractiveness of U.S. assets by studying dollar risk premiums, calculated using … dollar risk premiums (i.e. expectations of a dollar depreciation net of interest rate effects) amid record capital inflows … of U.S. financial markets to European investors suggests that they offer a large array of assets, with different risk …

Studies have shown that markets may underprice sub-national governments’ risk on the implicit assumption that these … a simultaneous increase in sovereign risk premia and decrease in sub-national risk premia–or a de facto transfer of risk … its autonomous regions from January 2010 to June 2013, we find support for our risk transfer hypothesis. We estimate that …

complement other risk management practices such as liquidity risk and contagion analysis carried out by the relevant supervisors. …This technical note on Mexico’s Financial Sector Assessment Program update presents an overview of the risk … management practices and stress test results carried out for the Mexican commercial banks and the insurance sector. The stress …

regulatory framework and risk management practices in financial institutions active in these markets. The most important …

, it is difficult to choose an appropriate bond for hedging among available bonds and to calculate duration. Third …/methodology/approach – The proposed design is a model‐driven enterprise system. Findings – The proposed system integrates the complex risk … management into the enterprise architecture. It can merge, import, and share resource related data across managements …