Overview
1. Offers the first analysis of the different holding purposes of financial derivatives and their impact on the BHCs' systematic risk exposures (in the case of interest rate derivatives, exchange rate derivatives, and credit derivatives)2. Distinguishes between tier 1 and tier 2 capital as bank funding sources3. The first comprehensive study on the competition in the clearing and settlement industry using the PR model, Lerner index, and Boone indicator.
- | Author: Shaofang Li
- | Publisher: Springer
- | Publication Date: Jan 30, 2018
- | Number of Pages: 246 pages
- | Binding: Hardback or Cased Book
- | ISBN-10: 9811074399
- | ISBN-13: 9789811074394