complement other risk management practices such as liquidity risk and contagion analysis carried out by the relevant supervisors. …This technical note on Mexico’s Financial Sector Assessment Program update presents an overview of the risk … management practices and stress test results carried out for the Mexican commercial banks and the insurance sector. The stress …

regulatory framework and risk management practices in financial institutions active in these markets. The most important …

shocks to the risk factors, the models and instruments, and the results. It presents the stress test methodology and also the …

Studies have shown that markets may underprice sub-national governments’ risk on the implicit assumption that these … a simultaneous increase in sovereign risk premia and decrease in sub-national risk premia–or a de facto transfer of risk … its autonomous regions from January 2010 to June 2013, we find support for our risk transfer hypothesis. We estimate that …

pricing and hedging; here and throughout the book, the authors emphasize the Martingale or probabilistic approach. Finally …

importance of hedging theories and to look at the detailed risk management practices of companies. Findings – The research …Purpose – The purpose of this paper is to examine the interest rate risk management (IRRM) practices of UK companies … findings confirm that all five theories of financial risk management have some support in practice. However, while the …

the supply of commercial and industrial (C&I) loans is constrained. Hedging and bank capital regulation provide reasons …