Centro de Documentacion de Fundación MAPFRE - Optimal capital allocation using RAROC and EVA

Publicação: [Pennsylvania] : The Wharton School, [1996]Notas: Sumario: Equity 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 foundationsRegistros relacionados: En: Journal of Financial Intermediation. - Vol. 16, Issue 3, July 2007; p. 312342Materia / lugar / evento: RAROC Rentabilidad ajustada al riesgo Gerencia de riesgos Banca Rentabilidad bancaria Capital económico Otros autores: Zechner, Josef
Outras classificações: 7