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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'...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Saita, Francesco
Format: Électronique eBook
Langue:Inglés
Publié: Amsterdam ; Boston : Elsevier Academic Press, �2007.
Collection:Academic Press advanced finance series.
Sujets:
Accès en ligne:Texto completo