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About Risk Management of Financial Derivatives
This document provides guidance on risk management of financial derivatives for banks. It discusses the various risks associated with derivative activities including strategic risk, reputation risk, price risk, interest rate risk, liquidity risk, foreign exchange risk, credit risk, transaction risk, and compliance risk. It provides recommendations for senior management and board oversight of derivatives activities, and risk measurement and management practices for the different risk types. The document is intended to assist examiners in evaluating a bank's participation in derivatives markets.
Detailed Information
| Author: | ['Gautam Chaini'] |
|---|---|
| Publication Year: | 2008 |
| Pages: | 190 |
| Language: | English |
| Format: | |
| Price: | FREE |
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