Pesquisa de referências

Improving quantification of risk-adjusted performance within fiancial institutions

<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/MARC21/slim http://www.loc.gov/standards/marcxml/schema/MARC21slim.xsd">
  <record>
    <leader>00000cab a22000004b 4500</leader>
    <controlfield tag="001">MAP20130015651</controlfield>
    <controlfield tag="003">MAP</controlfield>
    <controlfield tag="005">20130514161922.0</controlfield>
    <controlfield tag="008">130514s1998    usa||||       ||  ||eng d</controlfield>
    <datafield tag="040" ind1=" " ind2=" ">
      <subfield code="a">MAP</subfield>
      <subfield code="b">spa</subfield>
      <subfield code="d">MAP</subfield>
    </datafield>
    <datafield tag="084" ind1=" " ind2=" ">
      <subfield code="a">7</subfield>
    </datafield>
    <datafield tag="100" ind1="1" ind2=" ">
      <subfield code="0">MAPA20130006185</subfield>
      <subfield code="a">Shearer, Angus T.</subfield>
    </datafield>
    <datafield tag="245" ind1="0" ind2="0">
      <subfield code="a">Improving quantification of risk-adjusted performance within fiancial institutions</subfield>
      <subfield code="c">Angus T. Shearer, Lawrence R. Forest</subfield>
    </datafield>
    <datafield tag="260" ind1=" " ind2=" ">
      <subfield code="a">[Pennsylvania]</subfield>
      <subfield code="b">The Wharton School</subfield>
      <subfield code="c">[1996]</subfield>
    </datafield>
    <datafield tag="520" ind1=" " ind2=" ">
      <subfield code="a">Using an options approach to risk measurement, financial institutions can improve loan pricing and structure and gain insights into portfolio risk</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="1">
      <subfield code="0">MAPA20130006109</subfield>
      <subfield code="a">RAROC</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="1">
      <subfield code="0">MAPA20130006116</subfield>
      <subfield code="a">Rentabilidad ajustada al riesgo</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="1">
      <subfield code="0">MAPA20080591182</subfield>
      <subfield code="a">Gerencia de riesgos</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="1">
      <subfield code="0">MAPA20080538217</subfield>
      <subfield code="a">Banca</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="1">
      <subfield code="0">MAPA20080603519</subfield>
      <subfield code="a">Rentabilidad bancaria</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="1">
      <subfield code="0">MAPA20130006123</subfield>
      <subfield code="a">Capital económico</subfield>
    </datafield>
    <datafield tag="700" ind1="1" ind2=" ">
      <subfield code="0">MAPA20130006192</subfield>
      <subfield code="a">Forest, Lawrence R.</subfield>
    </datafield>
    <datafield tag="773" ind1="0" ind2=" ">
      <subfield code="t">Commercial Lending Review</subfield>
      <subfield code="g">Summer 1998; vol. 13, nº 3; p. 48-57</subfield>
    </datafield>
  </record>
</collection>