Value at risk and bank capital management
While the highly technical measurement techniques and methodologies of Value at Risk have attracted huge interest, much less attention has been focused on how Value at Risk and the risk-adjusted performance measures such as RAROC or economic profit/EVA„· can be effectively used to improve a bank¡¦s...
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| Format: | eBook |
| Language: | Inglés |
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Amsterdam ; Boston :
Elsevier Academic Press
c2007.
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| Edition: | 1st edition |
| Series: | Academic Press advanced finance series.
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| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627322406719 |
