Value at risk and bank capital management /
While the highly technical measurement techniques and methodologies of Value at Risk have attracted huge interest, much less attention has been focused on how Value at Risk and the risk-adjusted performance measures such as RAROC or economic profit/EVA can be effectively used to improve a bank'...
Clasificación: | Libro Electrónico |
---|---|
Autor principal: | Saita, Francesco |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Amsterdam ; Boston :
Elsevier Academic Press,
©2007.
|
Colección: | Academic Press advanced finance series.
|
Temas: | |
Acceso en línea: | Texto completo Texto completo |
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