A Survey Of International Financial Risk Management System
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Daianu, Daniel & Lungu, Laurian, 2008. "Why Is This Financial Crisis Occurring? How To Respond To It?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 5(4), pages 59-87, December.
- Petre BREZEANU & Mohammed Subhi Al ESSAWI & Dorina POANTA & Leonardo BADEA, 2011. "Does Corporate Governance Impact Risk Management System?," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(557)), pages 49-64, April.
- Abul Hassan, 2009. "Risk management practices of Islamic banks of Brunei Darussalam," Journal of Risk Finance, Emerald Group Publishing, vol. 10(1), pages 23-37, January.
- Fred R. Kaen, 2005. "Risk Management, Corporate Governance and the Public Corporation," Springer Books, in: Michael Frenkel & Markus Rudolf & Ulrich Hommel (ed.), Risk Management, edition 0, pages 423-436, Springer.
- René M. Stulz, 2008.
"Risk Management Failures: What Are They and When Do They Happen?,"
Journal of Applied Corporate Finance, Morgan Stanley, vol. 20(4), pages 39-48, September.
- Stulz, Rene M., 2008. "Risk Management Failures: What Are They and When Do They Happen?," Working Paper Series 2008-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Merton, Robert C., 1995.
"Financial innovation and the management and regulation of financial institutions,"
Journal of Banking & Finance, Elsevier, vol. 19(3-4), pages 461-481, June.
- Robert C. Merton, 1995. "Financial Innovation and the Management and Regulation of Financial Institutions," NBER Working Papers 5096, National Bureau of Economic Research, Inc.
- George Allayannis & Gregory W. Brown & Leora F. Klapper, 2003. "Capital Structure and Financial Risk: Evidence from Foreign Debt Use in East Asia," Journal of Finance, American Finance Association, vol. 58(6), pages 2667-2710, December.
- Bartram, Sohnke M. & Brown, Gregory W. & Hund, John E., 2007.
"Estimating systemic risk in the international financial system,"
Journal of Financial Economics, Elsevier, vol. 86(3), pages 835-869, December.
- Bartram, Söhnke M. & Brown, Gregory W. & Hund, John E., 2005. "Estimating Systemic Risk in the International Financial System," MPRA Paper 6658, University Library of Munich, Germany.
- Mr. Manmohan Singh & Miguel A. Segoviano, 2008. "Counterparty Risk in the Over-The-Counter Derivatives Market," IMF Working Papers 2008/258, International Monetary Fund.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Gheorghe VOINEA & Sorin Gabriel ANTON, 2009. "Lessons from the Current Financial Crisis. A Risk Management Approach," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 3, pages 139-147, May.
- Monda, Barbara & Giorgino, Marco & Modolin, Ileana, 2013. "Rationales for Corporate Risk Management - A Critical Literature Review," MPRA Paper 45420, University Library of Munich, Germany.
- Eckhard Hein & Daniel Detzer & Nina Dodig (ed.), 2015. "The Demise of Finance-dominated Capitalism," Books, Edward Elgar Publishing, number 16281.
- Awrey, Dan, 2013. "Toward a supply-side theory of financial innovation," Journal of Comparative Economics, Elsevier, vol. 41(2), pages 401-419.
- Kevin Aretz & Söhnke M. Bartram, 2010.
"Corporate Hedging And Shareholder Value,"
Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 33(4), pages 317-371, December.
- Aretz, Kevin & Bartram, Söhnke M., 2009. "Corporate Hedging and Shareholder Value," MPRA Paper 14088, University Library of Munich, Germany.
- Riaz, Samina & Khan, Muhammad Irfan & Iqbal, Athar, 2018. "Risk Management Practices and Islamic Bankers’ Perception about Potential Risk in Islamic Countries," MPRA Paper 103103, University Library of Munich, Germany, revised 20 Dec 2018.
- YV Reddy, 2012. "Summary of the discussion," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial sector regulation for growth, equity and stability, volume 62, pages 39-40, Bank for International Settlements.
- McShane, Michael K. & Cox, Larry A. & Butler, Richard J., 2010. "Regulatory competition and forbearance: Evidence from the life insurance industry," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 522-532, March.
- Agnès Labye & Christine Lagoutte & Françoise Renversez, 2002. "Banques mutualistes et systèmes financiers : une analyse comparative Allemagne, Grande-Bretagne, France," Revue d'Économie Financière, Programme National Persée, vol. 67(3), pages 85-109.
- Valentina Bruno & Hyun Song Shin, 2017.
"Global Dollar Credit and Carry Trades: A Firm-Level Analysis,"
The Review of Financial Studies, Society for Financial Studies, vol. 30(3), pages 703-749.
- Valentina Bruno & Hyun Song Shin, 2015. "Global dollar credit and carry trades: a firm-level analysis," BIS Working Papers 510, Bank for International Settlements.
- Laleh Tafakori & Armin Pourkhanali & Riccardo Rastelli, 2022. "Measuring systemic risk and contagion in the European financial network," Empirical Economics, Springer, vol. 63(1), pages 345-389, July.
- Armstrong, Christopher & Nicoletti, Allison & Zhou, Frank S., 2022. "Executive stock options and systemic risk," Journal of Financial Economics, Elsevier, vol. 146(1), pages 256-276.
- Júnior, José L. R., 2008. "Exchange Rate Exposure, Foreign Currency Debt and the Use of Derivatives: Evidence from Brazil," Insper Working Papers wpe_141, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Hortlund, Per, 2005. "Do Inflation and High Taxes Increase Bank Leverage?," SSE/EFI Working Paper Series in Economics and Finance 612, Stockholm School of Economics.
- McBrady, Matthew R. & Schill, Michael J., 2007. "Foreign currency-denominated borrowing in the absence of operating incentives," Journal of Financial Economics, Elsevier, vol. 86(1), pages 145-177, October.
- Anil K. Kashyap & Raghuram Rajan & Jeremy C. Stein, 2002.
"Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking,"
Journal of Finance, American Finance Association, vol. 57(1), pages 33-73, February.
- Anil K. Kashyap & Raghuram G. Rajan & Jeremy C. Stein, 1998. "Banks as liquidity providers: an explanation for the co-existence of lending and deposit-taking," Proceedings 582, Federal Reserve Bank of Chicago.
- Anil K. Kashyap & Raghuram Rajan & Jeremy C. Stein, 1999. "Banks as Liquidity Providers: An Explanation for the Co-Existence of Lending and Deposit-Taking," NBER Working Papers 6962, National Bureau of Economic Research, Inc.
- Rajeswari Sengupta, 2014. "Firm dollar debt and central bank dollar reserves: Empirical evidence from Latin America," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2014-013, Indira Gandhi Institute of Development Research, Mumbai, India.
- Dimson, Elroy & Marsh, Paul, 1997.
"Stress tests of capital requirements,"
Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1515-1546, December.
- Elroy Dimson & Paul Marsh, 1996. "Stress Tests of Capital Requirements," Center for Financial Institutions Working Papers 96-50, Wharton School Center for Financial Institutions, University of Pennsylvania.
- Martin Brown & Steven Ongena & Pinar Yeşin, 2014.
"Information Asymmetry and Foreign Currency Borrowing by Small Firms,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 56(1), pages 110-131, March.
- Brown, M. & Ongena, S. & Yesin, P., 2011. "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Other publications TiSEM ebc0da7f-1886-4209-a528-d, Tilburg University, School of Economics and Management.
- Brown, M. & Ongena, S. & Yesin, P., 2011. "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Other publications TiSEM 08c5de21-1bff-41eb-929f-5, Tilburg University, School of Economics and Management.
- Brown, M. & Ongena, S. & Yesin, P., 2011. "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Discussion Paper 2011-099, Tilburg University, Center for Economic Research.
- Martin Brown & Steven Ongena & Pinar Yesin, 2012. "Information Asymmetry and Foreign Currency Borrowing by Small Firms," Working Papers 2012-05, Swiss National Bank.
- Kim, Sungjae F. & Chance, Don M., 2018. "An empirical analysis of corporate currency risk management policies and practices," Pacific-Basin Finance Journal, Elsevier, vol. 47(C), pages 109-128.
More about this item
Keywords
Risk Management; Value at Risk (VaR); Basel Accords;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:aic:jopafl:y:2013:v:4:p:186-203. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sireteanu Napoleon-Alexandru (email available below). General contact details of provider: https://edirc.repec.org/data/feaicro.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.