Essays about: "effect of exchange rate risk on banks"

Found 5 essays containing the words effect of exchange rate risk on banks.

1. 1. The Sensitivity of Banks' Stock Returns to the interest rate risk and exchange rate risk: A Case Study of Germany and South Africa

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Priscilla Yayra Kpoti-Mayor; Rutendo Yvonne Musimwa; [2022]
   Keywords : Bank s Stock Returns Interest rate Exchange Rate Germany South Africa; Business and Economics;

   Abstract : The purpose of this paper is to interrogate the single and joint effect interest and exchange rate movements have on banks’ stock returns. This study also aims to compare the volatility of the banks’ stock returns for countries in different markets using both the short and long-term interest rate and the respective exchange rates. READ MORE

3. 2. The impact of U.S. interest rates on economic growth in emerging markets

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Simon Danielsson; [2019]
   Keywords : U.S. interest rates; emerging markets; economic growth; central banks; Business and Economics;

   Abstract : The focus of this paper is on the relationship between U.S. interest rates and real GDP per capita growth in emerging markets. The analysis of the paper seeks to determine if the relationship is negative and non-linear in nature as postulated by the paper’s two hypotheses. READ MORE

4. 3. Determinant Influence on Hedging Strategies - A case study of AB Volvo, AB SKF and Getinge AB

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Linn Birnbo; Sofie Wernersson; [2013-07-02]
   Keywords : Currency risk management; Foreign exchange rate risk; Hedging; Netting; Hedging Strategy; Determinants;

   Abstract : Background and Problem: Most internationally operating companies are exposed to foreign exchange risk. Companies who hedge their currency exposure strive to minimize the effect of unfavourable foreign exchange rate movements since it can have a negative impact on companies’ operational results. READ MORE

5. 4. Effectiveness of Capital Controls in a Financial Crisis: The Case of Iceland

   University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

   Author : Kristrun Tinna Gunnarsdottir; Anna Rehnholm; [2011]
   Keywords : Capital controls; Iceland; Financial crisis; GARCH; Capital flows;

   Abstract : The purpose of this thesis is to evaluate the effectiveness of the capital controls on outflow implemented in Iceland in October 2008 following a severe systemic crisis caused by the default of the three largest Icelandic banks. Specifically, we assess to what extent Icelandic capital controls curtailed capital outflows, supported the ISK, reduced exchange rate fluctuations, and increased monetary policy independence. READ MORE

6. 5. A Study on Exchange Rate Exposure of Chinese Banks

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Juan Li; Susan Delport; [2009]
   Keywords : APT; Chinese Banks; RMB; exchange rate exposure; foreign exchange risk; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : For banks to adjust to the changing financial environment, it is essential to understand how the foreign exchange market impacts them. The purpose of this master thesis is to evaluate the effect of exchange rates movement on fourteen listed Chinese banks’ equity returns, by using the Arbitrage Pricing Theory Model. READ MORE