The exchange rate exposure of Singapore and Malaysia banking institutions.

• Main Authors: Koh, Chen Nie., Lau, Ee Leng., Wu, Xiao Ying.
• Other Authors: Chen, Kang
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Foreign exchange
• Online Access: http://hdl.handle.net/10356/10761
• Institution: Nanyang Technological University

This report examines the exchange rate exposure of Singapore and Malaysia banking institutions. The study was motivated by the fact that limited research has been done in this area, and the growing interest in monitoring banks’ market risks, including foreign exchange risk. A five-year sample period...