The Rorac revolution - Every bank should have one - a system for measuring its returns on risk-adjusted capital. But the technique is in its infancy and, because of the obsession with market risk, many risk-takers forget that credit risk is the real enemy.
|Year of Publication:||
|Type of Publication:||Article|
|Title record from database:|| OLC-SSG Economic Sciences|
|Availability:||More access options|
|More options (other):|
|Description not available.|
Saved in bookmark lists
Similar items by author
Risk management's final frontier - Operational risk is bigger and spookier than credit and market risk. It's difficult even to identify, let alone quantify. But some number-crunchers are trying.
By: Parsley, Mark Published: (1996)
The advantages of Mips, Quips and Decs - Hybrid preferred securities are taking the US markets by storm. Innovation-averse foreign companies should take a deep breath and join the fray.
By: Parsley, Mark Published: (1995)
EQUITY FOCUS: Sector selection - The euro will force investors to analyze stocks on a pan-European sectoral basis
By: Parsley, Mark Published: (1998)