search query: @author Chaaudhry, M.K. et al. / total: 1
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| Author: | Chaaudhry, M.K. et al. |
| Title: | The risk of foreign currency contingent claims at US commercial banks |
| Journal: | Journal of Banking and Finance
2000 : SEP, VOL. 24:9, p. 1399-1417 |
| Index terms: | Commercial banks Contingent claims Currency USA |
| Language: | eng |
| Abstract: | The study investigates the relationship between market-based measures of risk and foreign currency contingent claims acivity at US commercial banks. Four types of foreign currency contingent claims are examined: purchased foreign currency option contracts, foreign-exchange swaps, commitment to purchase foreign currency and forward contracts. |
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