ISBN-13: 9781138388277 / Angielski / Twarda / 2019 / 276 str.
ISBN-13: 9781138388277 / Angielski / Twarda / 2019 / 276 str.
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.