RAROC based capital budgeting and performance evaluation : a case study of bank capital allocation
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Tag | 1 | 2 | Value |
---|---|---|---|
LDR | 00000nam a22000004b 4500 | ||
001 | MAP20130015613 | ||
003 | MAP | ||
005 | 20130514154258.0 | ||
008 | 130514s1996 usa|||| ||| ||eng d | ||
040 | $aMAP$bspa | ||
084 | $a7 | ||
100 | 1 | $0MAPA20130006093$aJames, Christopher | |
245 | 0 | 0 | $aRAROC based capital budgeting and performance evaluation$b: a case study of bank capital allocation$cChristopher James |
260 | $a[Pennsylvania]$bThe Wharton School$c[1996] | ||
520 | $aThis paper describes the RAROC system developed at Bank of America (B of A) in order to examine how risk-based capital allocation models work. | ||
650 | 1 | $0MAPA20130006109$aRAROC | |
650 | 1 | $0MAPA20130006116$aRentabilidad ajustada al riesgo | |
650 | 1 | $0MAPA20080591182$aGerencia de riesgos | |
650 | 1 | $0MAPA20080538217$aBanca | |
650 | 1 | $0MAPA20080603519$aRentabilidad bancaria | |
650 | 1 | $0MAPA20130006123$aCapital económico |