Leveraging regulatory investments with portfolio risk-based pricing
Year of publication: |
2005
|
---|---|
Authors: | Cartwright, Paul ; Sarraf, Hanna |
Published in: |
Journal of Financial Regulation and Compliance. - Emerald Group Publishing Limited, ISSN 1740-0279, ZDB-ID 2093796-9. - Vol. 13.2005, 3, p. 215-223
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Risk-based pricing | Commodity pricing | Portfolio diversification | Pillar 2 | Economic capital | RAROC | Economic profit | Value destroyers | Shareholder value | (use tests) requirements |
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