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'...
| Main Author: | Saita, Francesco. |
|---|---|
| Other Authors: | ScienceDirect (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
Amsterdam ; Boston :
Elsevier Academic Press,
[2007]
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| Physical Description: |
1 online resource (xvi, 259 pages) : illustrations. |
| Series: |
Academic Press advanced finance series.
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| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |