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