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Risk Management in Agricultural Banks: An Application of Endogenous Switching Model

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  • Shen, Xuan
  • Hartarska, Valentina M.

Abstract

Based on the results from endogenous switching regression, this paper shows that derivatives activities partially mitigate the negative effects of credit risks and interest risks during and after 2008 crisis and improve agricultural banks’ profitability. In particular, without the use of derivatives, user banks would have had 12% lower profitability.

Suggested Citation

  • Shen, Xuan & Hartarska, Valentina M., 2013. "Risk Management in Agricultural Banks: An Application of Endogenous Switching Model," 2013 Annual Meeting, February 2-5, 2013, Orlando, Florida 143092, Southern Agricultural Economics Association.
    • Handle: RePEc:ags:saea13:143092
    DOI: 10.22004/ag.econ.143092
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    Keywords

    Agricultural Finance; Risk and Uncertainty;

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