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In 1994/95 the derivatives industry was rocked by a series of high‐profile derivatives disasters. For example, litigation between Procter & Gamble and Bankers Trust highlighted a troubled relationship between banks and corporate clients. Examines the success of relationship marketing in the...
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Various risk estimation methods have been proposed in response to evidence that risk is changing. We investigate the effect of alternative risk-estimation methods in the context of asset-allocation decisions that seek to minimize portfolio risk. The risk measures considered include the...
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Purpose – To better understand corporate risk management practice in Hong Kong and Singapore. To explore popular perception that use of derivatives in Hong Kong and Singapore lags that in the US. To explore possible speculative use of derivatives in these Asian countries....
Persistent link: https://www.econbiz.de/10010741371
Under the new capital accord stress tests are to be included in market risk regulatory capital calculations. This development necessitates a coherent and objective framework for stress testing portfolios exposed to market risk. Following recent criticism of stress testing methods our tests are...
Persistent link: https://www.econbiz.de/10005558290
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Purpose – To better understand corporate risk management practice in Hong Kong and Singapore. To explore popular perception that use of derivatives in Hong Kong and Singapore lags that in the US. To explore possible speculative use of derivatives in these Asian countries....
Persistent link: https://www.econbiz.de/10014939846
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