Overview
This book will help banks to improve their risk management practices by proposing a new method for measuring risk management efficiency, integrating two elements: (i) a non-parametric approach known as Data Envelopment Analysis (DEA); and (ii) a Dollar-offset Ratio (DOR) method of hedge effectiveness tests.
- | Author: Shahsuzan Zakaria, Sardar M. N. Islam
- | Publisher: Routledge
- | Publication Date: Mar 31, 2021
- | Number of Pages: 276 pages
- | Language: English
- | Binding: Paperback
- | ISBN-10: 0367784238
- | ISBN-13: 9780367784232
