Managing differences in economic and regulatory capital : an examination of return of equity (ROE) maximising strategies
Bogie Ozdemir; Evren Cubukgil
| Year of publication: |
2014
|
|---|---|
| Authors: | Ozdemir, Bogie ; Cubukgil, Evren |
| Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 7.2014, 4, p. 328-344
|
| Subject: | ICAAP | ORSA | business mix optimisation | optimal capital allocation | risk adjusted performance | risk adjusted return on capital (RAROC) | Basler Akkord | Basel Accord | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomanagement | Risk management | Bankrisiko | Bank risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011346972