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Optimal capital allocation using RAROC and EVA

Recurso electrónico / electronic resource
MARC record
Tag12Value
LDR  00000cab a22000004 4500
001  MAP20130015644
003  MAP
005  20130514161922.0
008  130514s2007 usa|||| ||| ||eng d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎7
1001 ‎$0‎MAPA20130006161‎$a‎Stoughton, Neal M.
24500‎$a‎Optimal capital allocation using RAROC and EVA‎$c‎Neal M. Stoughton, Josef Zechner
260  ‎$a‎[Pennsylvania]‎$b‎The Wharton School‎$c‎[1996]
520  ‎$a‎Equity capital allocation plays a particularly important role for financial institutions such as banks, who issue equity infrequently but have continuous access to debt capital. In such a context this paper shows that EVA and RAROC based capital budgeting mechanisms have economic foundations
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
7001 ‎$0‎MAPA20130006178‎$a‎Zechner, Josef
7730 ‎$t‎Journal of Financial Intermediation‎$g‎Vol. 16, Issue 3, July 2007; p. 312342