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Risk-adjusted measures of value creation in financial institutions
Milne, Alistair; Onorato, Mario - 2009
Persistent link: https://www.econbiz.de/10003892586
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Risk-adjusted measures of value creation in financial institutions
Milne, Alistair; Onorato, Mario - In: European financial management : the journal of the … 18 (2012) 4, pp. 578-601
Persistent link: https://www.econbiz.de/10009665580
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Value at risk, bank equity and credit bank
Wahl, Jack E.; Broll, Udo - In: Risk management : challenge and opportunity ; with 125 …, (pp. 159-168). 2005
Persistent link: https://www.econbiz.de/10002447531
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Value at risk and bank equity
Broll, Udo; Wahl, Jack E. - 2002
Persistent link: https://www.econbiz.de/10001729126
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Value at risk und Eigenkapitalausstattung von Banken
Broll, Udo; Wahl, Jack E. - In: Jahrbücher für Nationalökonomie und Statistik 223 (2003) 2, pp. 129-135
Persistent link: https://www.econbiz.de/10001740775
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Value at risk, bank equity and credit risk
Broll, Udo; Wahl, Jack E. - 2003
Persistent link: https://www.econbiz.de/10001755540
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Optimum bank equity capital and value at risk
Broll, Udo; Wahl, Jack E. - In: Strategic management : a European approach, (pp. 69-82). 2002
Persistent link: https://www.econbiz.de/10001650430
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Risk-Adjusted Measures of Value Creation in Financial Institutions
Milne, Alistair - 2009
Measuring value creation by comparing the RAROC of an exposure (the return on risk capital) with a single institution-wide hurdle rate is inconsistent with the standard theory of financial valuation. We use asset pricing theory to determine the appropriate hurdle rate for such a RAROC...
Persistent link: https://www.econbiz.de/10013153606
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Bank capital allocation under multiple constraints
Goel, Tirupam; Lewrick, Ulf; Tarashev, Nikola A. - 2017
Persistent link: https://www.econbiz.de/10011760255
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Gefahren kurzsichtigen Risikomanagements durch Value at Risk
Franke, Günter - 2000
Persistent link: https://www.econbiz.de/10004587797