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Improving quantification of risk-adjusted performance within fiancial institutions

Recurso electrónico / electronic resource
MARC record
Tag12Value
LDR  00000cab a22000004b 4500
001  MAP20130015651
003  MAP
005  20130514161922.0
008  130514s1998 usa|||| || ||eng d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎7
1001 ‎$0‎MAPA20130006185‎$a‎Shearer, Angus T.
24500‎$a‎Improving quantification of risk-adjusted performance within fiancial institutions‎$c‎Angus T. Shearer, Lawrence R. Forest
260  ‎$a‎[Pennsylvania]‎$b‎The Wharton School‎$c‎[1996]
520  ‎$a‎Using an options approach to risk measurement, financial institutions can improve loan pricing and structure and gain insights into portfolio risk
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 ‎$0‎MAPA20130006192‎$a‎Forest, Lawrence R.
7730 ‎$t‎Commercial Lending Review‎$g‎Summer 1998; vol. 13, nº 3; p. 48-57