Improving quantification of risk-adjusted performance within fiancial institutions

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<dc:creator>Shearer, Angus T.</dc:creator>
<dc:creator>Forest, Lawrence R.</dc:creator>
<dc:date>1998</dc:date>
<dc:description xml:lang="es">Sumario: Using an options approach to risk measurement, financial institutions can improve loan pricing and structure and gain insights into portfolio risk</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/142721.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:publisher>The Wharton School</dc:publisher>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">RAROC</dc:subject>
<dc:subject xml:lang="es">Rentabilidad ajustada al riesgo</dc:subject>
<dc:subject xml:lang="es">Gerencia de riesgos</dc:subject>
<dc:subject xml:lang="es">Banca</dc:subject>
<dc:subject xml:lang="es">Rentabilidad bancaria</dc:subject>
<dc:subject xml:lang="es">Capital económico</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Improving quantification of risk-adjusted performance within fiancial institutions</dc:title>
<dc:relation xml:lang="es">En: Commercial Lending Review. - Summer 1998; vol. 13, nº 3; p. 48-57</dc:relation>
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