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

Publicação: [Pennsylvania] : The Wharton School, [1996]Notas: Sumario: Using an options approach to risk measurement, financial institutions can improve loan pricing and structure and gain insights into portfolio riskRegistros relacionados: En: Commercial Lending Review. - Summer 1998; vol. 13, nº 3; p. 48-57Materia / lugar / evento: RAROC Rentabilidad ajustada al riesgo Gerencia de riesgos Banca Rentabilidad bancaria Capital económico Otros autores: Forest, Lawrence R.
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