...Peter Karugu Kahihu; David Muturi Wachira; Stephen Makau Muathe Purpose The purpose of this study was to investigate on managing market risk and financial performance, experience from microfinance institutions (MFIs) in Kenya. Design/methodology/approach This study used positivism philosophy...

...Salvatore Polizzi; Enzo Scannella Purpose This paper aims to examine the market risk disclosure practices of large Italian banks. The contribution provides insights on the way banks should provide information about market risk. The problem related to the asymmetric information between banks from...

.... Originality/value – This is one of few studies of the CCR regulations that is so far-reaching. © Emerald Group Publishing Limited 2014 Credit risk Counterparty credit risk Basel Market risk A bank’s CCR exposure quantifies how much money the counterparty might owe the bank in the event...

...Alberto Burchi Purpose The financial crisis has led the Basel Committee to improve the system of capital requirements for market risks. This paper aims to investigate the effects of different models to estimate the market risk in the management of the trading book. The study takes into account...