A Raroc valuation scheme for loans and its application in loan origination
Year of publication: |
2020
|
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Authors: | Engelmann, Bernd |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 8.2020, 2, p. 1-20
|
Publisher: |
Basel : MDPI |
Subject: | loan pricing | RAROC | loan origination |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/risks8020063 [DOI] 1735186562 [GVK] hdl:10419/258016 [Handle] |
Classification: | C69 - Mathematical Methods and Programming. Other ; C19 - Econometric and Statistical Methods: General. Other |
Source: |
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A Raroc valuation scheme for loans and its application in loan origination
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