Search
Documentation Center

RAROC based capital budgeting and performance evaluation : a case study of bank capital allocation
Recurso electrónico / electronic resource
Section: Electronic documents
Title: RAROC based capital budgeting and performance evaluation : a case study of bank capital allocation / Christopher JamesAuthor: James, Christopher ‌
Publication: [Pennsylvania] : The Wharton School, [1996]Notes: Sumario: This paper describes the RAROC system developed at Bank of America (B of A) in order to examine how risk-based capital allocation models work.Materia / lugar / evento: RAROC ‌Rentabilidad ajustada al riesgo ‌Gerencia de riesgos ‌Banca ‌Rentabilidad bancaria ‌Capital económico ‌Other categories: 7
Rights: In Copyright (InC)