A risk-neutral approach to the RAROC method of loan pricing using account-level data
Arun Kumar Misra, Molla Ramizur Rahman and Aviral Kumar Tiwari
| Year of publication: |
2023
|
|---|---|
| Authors: | Misra, Arun Kumar ; Rahman, Molla Ramizur ; Tiwari, Aviral Kumar |
| Subject: | BASEL guidelines | Loan pricing | RAROC | Basler Akkord | Basel Accord | Kreditgeschäft | Bank lending | Kreditrisiko | Credit risk | Zins | Interest rate | Kreditwürdigkeit | Credit rating |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JRF-09-2022-0240 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014232427