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RORAC-basiertes Software-Agentensystem zur Koordination von Finanztransaktionen auf internen Märkten in Banken
Deschner, Dominik; Willinsky, Christian - In: Elektronische Dienstleistungsgesellschaft und Financial …, (pp. 57-78). 1999
Persistent link: https://www.econbiz.de/10001466162
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Banking firm, equity and value at risk
Broll, Udo; Sobiech, Anna; Wahl, Jack E. - In: Contemporary economics 6 (2012) 4, pp. 50-53
The paper focuses on the interaction between the solvency probability of a banking firm and the diversification potential of its asset portfolio when determining optimal equity capital. The purpose of this paper is to incorporate value at risk (VaR) into the firm-theoretical model of a banking...
Persistent link: https://www.econbiz.de/10009768157
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Capital adequacy rules : implications for banks' risk-taking
Gehrig, Thomas - 1995
Persistent link: https://www.econbiz.de/10000550881
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Bank profitability, capital adequacy and optimal size in modern banking : three studies
Conti, Vittorio (contributor);  … - 1992
Persistent link: https://www.econbiz.de/10000135390
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Cross risks im liquiditätsmäßig-finanziellen Bereich von Kreditinstituten
Gramlich, Dieter - 1996
Persistent link: https://www.econbiz.de/10000953756
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Treasury-Management in Banken
Schierenbeck, Henner; Wiedemann, Arnd - 1995
Persistent link: https://www.econbiz.de/10000917110
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Capital adequacy rules : implications for banks' risk-taking
Gehrig, Thomas - 1995
Persistent link: https://www.econbiz.de/10000922477
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Ertragsorientiertes Bankmanagement
Schierenbeck, Henner - 1991
Persistent link: https://www.econbiz.de/10000621242
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Eigenkapitalregulierung und Risikoübernahme von Kreditinstituten
Homölle, Susanne - 1999
Persistent link: https://www.econbiz.de/10001406295