The exchange rate exposure of Singapore and Malaysia banking institutions.
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...
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project |
| Published: |
2008
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/10761 |
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| Institution: | Nanyang Technological University |
| Summary: | 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 starting July 1993 to June 1998 was selected. The analysis was conducted, using both daily and monthly data, on five listed banks for both Singapore and Malaysia samples. |
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