Inovații în gestiunea și acoperirea riscului de piață în sectorul bancar

Abstract

Bank customers often get to be involved in different types of derivatives transactions with a bank or other entity, in order to hedge or protect against unwanted exposure to the volatility of interest rates, exchange rates etc. Market risk, approach to the risk management using derivatives, can be reduced by the derivatives proposed in this paper. The main objective is to reduce direct exposure of the derivative contracts of firms. This will not only ensure the company to have a default risk hedging against market risks (hedged), in itself, but also will help avoid any direct obligation or exposure to unsafe derivatives. The question we ask is who will use transactions with financial derivatives? The answer is banks, that need (and must) to cover their exposure by using derivative contracts with other banks, which can take exposure to market risks. Banks can play a central role of managing or hedging market risks in the banking system.