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"ยท can be effectively used to improve a ban...
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| Format: | eBook |
| Language: | English |
| Published: |
Academic Press,
2007.
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| Edition: | 1st edition. |
| Subjects: | |
| Online Access: | Connect to this electronic resource |
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