Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making

Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making
Publisher: Elsevier
Authors: Francesco Saita
Published on: 2010-07-26
Page Count: 280 pages
Print Type: BOOK
Maturity Rating: NOT_MATURE
Language: en
Embeddable: Yes
PDF Available: Yes
EPUB Available: Yes
ISBN-13: 9780080471068
ISBN-10: 0080471064
... Capital Management and Capital ... what some banks call RARORAC (risk-adjusted return on riskadjusted capital) ... equal to EVA divided by capital at risk. It is quite evident that if the capital used in the numerator and the denominator is the ...

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