Improving quantification of risk-adjusted performance within fiancial institutions
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| 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 |