期刊名称：International Journal of Business and Management
印刷版ISSN：1833-3850
电子版ISSN：1833-8119
出版年度：2012
卷号：7
期号：9
页码：215
语种：English
出版社：Canadian Center of Science and Education
摘要：Nowadays risk has an important role in all countries, and its management is valuable for banks to the extent that they publish their applying methods about risk management and their operations and results in a scheduled order toward customer orientation in order to gain stockholders’ confidence. In this article, three instruments of bank risk management are represented by means of financial ratios consisting of interest rate risk, capital risk and risk of natural hedging. So, the basic problem in this paper is the impact of risk management on stockholders’ wealth. Stockholders’ wealth is measured by Return on Equity (ROE). This article has three hypotheses, the major one of which is that there is a significant correlation between risk indices and ROE. Results show that interest rate risk and diversification risk have significant correlation with ROE, but there is no significant correlation between credit risk and ROE.
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