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RAROC based capital budgeting and performance evaluation : a case study of bank capital allocation

Recurso electrónico / electronic resource
Registro MARC
Tag12Valor
LDR  00000nam a22000004b 4500
001  MAP20130015613
003  MAP
005  20130514154258.0
008  130514s1996 usa|||| ||| ||eng d
040  ‎$a‎MAP‎$b‎spa
084  ‎$a‎7
1001 ‎$0‎MAPA20130006093‎$a‎James, Christopher
24500‎$a‎RAROC based capital budgeting and performance evaluation‎$b‎: a case study of bank capital allocation‎$c‎Christopher James
260  ‎$a‎[Pennsylvania]‎$b‎The Wharton School‎$c‎[1996]
520  ‎$a‎This paper describes the RAROC system developed at Bank of America (B of A) in order to examine how risk-based capital allocation models work.
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