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Improving quantification of risk-adjusted performance within fiancial institutions
Recurso electrónico / electronic resource
MAP20130015651
Shearer, Angus T. ‌
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. ‌.