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Bank Funding Risks, Risk Aversion, and the Choice of Futures Hedging Instrument

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  • Koppenhaver, G D

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  • Koppenhaver, G D, 1985. "Bank Funding Risks, Risk Aversion, and the Choice of Futures Hedging Instrument," Journal of Finance, American Finance Association, vol. 40(1), pages 241-255, March.
    • Handle: RePEc:bla:jfinan:v:40:y:1985:i:1:p:241-55
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    Cited by:

    1. Camba-Mendez, Gonzalo & Mongelli, Francesco Paolo, 2021. "Risk aversion and bank loan pricing," Economics Letters, Elsevier, vol. 200(C).
    2. Sun, Poi Hun & Mohamad, Shamsher & Ariff, M., 2017. "Determinants driving bank performance: A comparison of two types of banks in the OIC," Pacific-Basin Finance Journal, Elsevier, vol. 42(C), pages 193-203.
    3. Mun, Kyung-Chun, 2016. "Hedging bank market risk with futures and forwards," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 112-125.
    4. Lucas Avezum, 2023. "To use or not to use? Capital buffers and lending during a crisis," Working Papers w202308, Banco de Portugal, Economics and Research Department.
    5. Mayordomo, Sergio & Rodriguez-Moreno, Maria & Peña, Juan Ignacio, 2014. "Derivatives holdings and systemic risk in the U.S. banking sector," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 84-104.
    6. George Emir Morgan & Stephen D. Smith, 1987. "The Role Of Capital Adequacy Regulation In The Hedging Decisions Of Financial Intermediaries," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 10(1), pages 33-46, March.
    7. Chaudron, Raymond F.D.D., 2018. "Bank's interest rate risk and profitability in a prolonged environment of low interest rates," Journal of Banking & Finance, Elsevier, vol. 89(C), pages 94-104.
    8. Fehle, Frank & Tsyplakov, Sergey, 2005. "Dynamic risk management: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 78(1), pages 3-47, October.
    9. Mun, Kyung-Chun & Emir Morgan, George, 2003. "Bank foreign exchange and interest rate risk management: simultaneous versus separate hedging strategies," Journal of Financial Intermediation, Elsevier, vol. 12(3), pages 277-297, July.
    10. G. Geoffrey Booth & Peter E. Koveos, 1986. "A Programming Model For Bank Hedging Decisions," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(3), pages 271-279, September.
    11. Marius Cristian Miloș & Laura Raisa Miloș, 2022. "Use of Derivatives and Market Valuation of the Banking Sector: Evidence from the European Union," JRFM, MDPI, vol. 15(11), pages 1-14, October.
    12. Raymond Chaudron, 2016. "Bank profitability and risk taking in a prolonged environment of low interest rates: a study of interest rate risk in the banking book of Dutch banks," DNB Working Papers 526, Netherlands Central Bank, Research Department.

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