Tekijä: | Chaaudhry, M.K. et al. |
Otsikko: | The risk of foreign currency contingent claims at US commercial banks |
Lehti: | Journal of Banking and Finance
2000 : SEP, VOL. 24:9, p. 1399-1417 |
Asiasana: | Commercial banks Contingent claims Currency USA |
Kieli: | eng |
Tiivistelmä: | 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. |
SCIMA