Centro de Documentacion de Fundación MAPFRE - Improving quantification of risk-adjusted performance within fiancial institutions

MAP20130015651

Improving quantification of risk-adjusted performance within fiancial institutions / Angus T. Shearer, Lawrence R. Forest

Sumario: Using an options approach to risk measurement, financial institutions can improve loan pricing and structure and gain insights into portfolio risk

En: Commercial Lending Review. - Summer 1998; vol. 13, nº 3; p. 48-57

1. RAROC . 2. Rentabilidad ajustada al riesgo . 3. Gerencia de riesgos . 4. Banca . 5. Rentabilidad bancaria . 6. Capital económico . I. Forest, Lawrence R. .