Improving quantification of risk-adjusted performance within fiancial institutions
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Tag | 1 | 2 | Value |
---|---|---|---|
LDR | 00000cab a22000004b 4500 | ||
001 | MAP20130015651 | ||
003 | MAP | ||
005 | 20130514161922.0 | ||
008 | 130514s1998 usa|||| || ||eng d | ||
040 | $aMAP$bspa$dMAP | ||
084 | $a7 | ||
100 | 1 | $0MAPA20130006185$aShearer, Angus T. | |
245 | 0 | 0 | $aImproving quantification of risk-adjusted performance within fiancial institutions$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 | |
700 | 1 | $0MAPA20130006192$aForest, Lawrence R. | |
773 | 0 | $tCommercial Lending Review$gSummer 1998; vol. 13, nº 3; p. 48-57 |