Earning response coefficients and the financial risks of China commercial banks

This paper reports new findings of a significant relationship between financial risks, price risk, market risk, foreign exchange and earnings response coefficients of commercial banks: The financial risks are interest rate risk, liquidity risk, credit risk and solvency risk. The methodology used is...

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Bibliographic Details
Main Authors: Cheng, Fan Fah, Md Nassir, Annuar
Format: Article
Language:English
Published: World Business Institute 2010
Online Access:http://psasir.upm.edu.my/id/eprint/14172/1/Earning%20response%20coefficients%20and%20the%20financial%20risks%20of%20China%20commercial%20banks.pdf