Optimal capital allocation using RAROC and EVA
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a22000004 4500 | ||
| 001 | MAP20130015644 | ||
| 003 | MAP | ||
| 005 | 20130514161922.0 | ||
| 008 | 130514s2007 usa|||| ||| ||eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a7 | ||
| 100 | 1 | $0MAPA20130006161$aStoughton, Neal M. | |
| 245 | 0 | 0 | $aOptimal capital allocation using RAROC and EVA$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 | |
| 700 | 1 | $0MAPA20130006178$aZechner, Josef | |
| 773 | 0 | $tJournal of Financial Intermediation$gVol. 16, Issue 3, July 2007; p. 312342 |