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'...
| Основен автор: | Saita, Francesco. |
|---|---|
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Amsterdam ; Boston :
Elsevier Academic Press,
℗♭2007.
|
| Серия: |
Academic Press advanced finance series.
|
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=187391 |
| Подобни документи: |
Print version::
Value at risk and bank capital management. |
| Онлайн достъп от Библиотека ”Паница” на Американския университет в България: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=187391 |
|---|
| Провери в Paniza Library, AUBG | Сигнатура: |
HG1616.C34 S25 2007eb |
|---|