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Optimal Risk-Return Trade-Offs of Commercial Banks and the Suitability of Profitability Measures for Loan Portfolios /
The present book criticizes the fact that profitability measures derived from capital market models such as the Sharpe ratio and the reward-to-VaR ratio are proposed for loan portfolios although it is not assessed whether their risk-return trade-offs are optimal for banks. This volume intends to fil...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2006.
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| Edición: | 1st ed. 2006. |
| Colección: | Lecture Notes in Economics and Mathematical Systems,
578 |
| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- Risk Measures
- Asset Pricing
- Reward-to-Risk Ratios
- Effects of Risk-Taking in Commercial Banks
- Risk-Return Trade-Offs for Commercial Banks
- Deposits and the Risk-Return Trade-Off
- Profitability Measures for Loan Portfolios
- Conclusion.