| Description |
ix, 376 pages : illustrations ; 23 cm |
| Series |
Advances in finance, investment and banking ; v.3 |
|
Advances in finance, investment, and banking ; v.3
|
| Contents |
Ch. 1. Financial Innovations and the Growth of Bank Derivatives Activities / Julapa Jagtiani, Anthony Saunders and Gregory Udell -- Ch. 2. Derivatives in U.S. Banking: Theory, Practice, and Empirical Evidence / Joseph F. Sinkey, Jr. and David Carter -- Ch. 3. Derivatives Dealers and Credit Risk / Tanya Azarchs -- Ch. 4. The Valuation of Off-Balance-Sheet Financial Instrument Disclosures in the Banking Industry / Susan M. Riffe -- Ch. 5. Sources of Foreign Exchange Trading Profits: Taking Positions or Making Markets? / John Ammer and Allan D. Brunner -- Ch. 6. Bank Positions and Forecasts of Exchange Rate Movements / Michael P. Leahy -- Ch. 7. Indexed Certificates of Deposit / Eugene H. Cantor and Barry Schachter -- Ch. 8. A Strategic Analysis of Stock Index-Linked CDS / Joseph P. Ogden -- Ch. 9. Over-the-Counter Derivatives and Systemic Risk to the Global Financial System / Michael R. Darby |
|
Ch. 10. Derivatives Regulation / John Board, Charles Goodhart and Michael Power [et al.] -- Ch. 11. Financial Innovation, Money Banking and Financial Fragility in the UK / Andy Mullineux -- Ch. 12. Value-at-Risk Analysis and the Proposed Basle Accord Amendment / Patricia Jackson, David J. Maude and William Perraudin -- Ch. 13. Recent Developments in Bank Capital Regulation of Market Risks / Paul H. Kupiec and James M. O'Brien -- Ch. 14. Netting Agreements and Potential Credit Exposure / Darryll Hendricks -- Ch. 15. A Proposed Framework For Studying the Domino Effect / Leonard Schneck |
| Bibliography |
Includes bibliographical references |
| Subject |
Bank investments.
|
|
Banking law.
|
|
Banks and banking -- Deregulation.
|
|
Banks and banking.
|
|
Derivative securities.
|
| Author |
Schachter, Barry.
|
| LC no. |
97012991 |
| ISBN |
0444820736 |
|
