Improving quantification of risk-adjusted performance within fiancial institutions

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<title>Improving quantification of risk-adjusted performance within fiancial institutions</title>
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<namePart>Shearer, Angus T.</namePart>
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<namePart>Forest, Lawrence R.</namePart>
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<dateIssued encoding="marc">1998</dateIssued>
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<placeTerm type="text">Pennsylvania]</placeTerm>
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<publisher>The Wharton School</publisher>
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<abstract displayLabel="Summary">Using an options approach to risk measurement, financial institutions can improve loan pricing and structure and gain insights into portfolio risk</abstract>
<note type="statement of responsibility">Angus T. Shearer, Lawrence R. Forest</note>
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<topic>RAROC</topic>
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<topic>Rentabilidad ajustada al riesgo</topic>
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<topic>Gerencia de riesgos</topic>
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<topic>Banca</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080603519">
<topic>Rentabilidad bancaria</topic>
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<topic>Capital económico</topic>
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<title>Commercial Lending Review</title>
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<text>Summer 1998; vol. 13, nº 3; p. 48-57</text>
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