Derivative activities and the risk of international banks: A market index and VaR approach

International Review of Financial Analysis

Volumn 12, Issue 5, 2003, Pages 489-511

  Reichert, Alan ^a   Shyu, Yih Wen ^b  

^a CLEVELAND STATE UNIVERSITY   (United States)

^b CHANG GUNG UNIVERSITY   (Taiwan)

Author keywords

Derivatives; International banks; Risk management; Swaps

Indexed keywords

EID: 0042364890     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1057-5219(03)00061-9     Document Type: Article

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