Šverko, Ivan and Prga, Ivica (2007) Hedging interest rate risk of Croatian banks with derivate products. In: 4th International Conference "Global Challenges for Competitiveness: Business and Government Perspective", 27-29. 9. 2007., Pula, Croatia.
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Sažetak
Croatian banks are exposed to many forms of market risks. One of the most relevant is the exposure to the interest rate risk. Hedging interest rates risk exposure in every banking sector is not an easy task. It can be done by on-balance sheet or by off-balance sheet instruments. On-balance sheet strategies are mainly less complicated ones but harder for implementation. On the other hand side, offbalance sheet strategies require the high development of derivative markets. The market of derivative instruments in the Republic of Croatia is still on very low development level. The most important are foreign exchange derivative instruments. Interest rate derivatives almost do not exist. However, Croatian banks can use some of interest rate risk derivatives – tradable on foreign markets – for hedging interest rate risk exposure.
| Tip objekta: | Materijal konferencije ili radionice (Paper) |
|---|---|
| Mentor: | NIJE ODREĐENO |
| Dodatne informacije: | 4/2007 |
| Ključni pojmovi: | Croatian banks, interest rate risk exposure, derivatives, interest rate swap, Hrvatske banke, Rizik okrivanja kamatne stope, derivati, swap kamatne stope. |
| Teme: | 3 Društvene znanosti > 33 Ekonomija. Ekonomska znanost > 336 Financije. Uključujući: Javne financije. Bankarstvo. Novac > 336.7 Novac. Monetarni sustav. Bankarstvo. Burze |
| Odjeli: | Odjel za ekonomiju i turizam "Dr. Mijo Mirković" |
| Datum pohrane: | 17 Oct 2012 11:36 |
| Zadnja promjena: | 08 Jan 2013 10:21 |
| URI: | http://eknjiznica.unipu.hr/id/eprint/1584 |
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