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文章基本信息

  • 标题:Risk Management in Agricultural Banks: An Application of Endogenous Switching Model
  • 本地全文:下载
  • 作者:Shen, Xuan ; Hartarska, Valentina M.
  • 期刊名称:Journal of Agribusiness
  • 印刷版ISSN:0738-8950
  • 出版年度:2013
  • 期号:Suppl
  • 出版社:Journal of Agribusiness
  • 摘要:Based on the results from endogenous switching regression, this paper shows that derivatives activities partially mitigate the negative effects of credit risks and interest risks during and after 2008 crisis and improve agricultural banks’ profitability. In particular, without the use of derivatives, user banks would have had 12% lower profitability.
  • 关键词:Risk management;agricultural bank;community bank;financial derivatives
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