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(169 results)
1
A risk-neutral approach to the
RAROC
method of loan pricing using account-level data
Misra, Arun Kumar
;
Rahman, Molla Ramizur
;
Tiwari, …
- In:
The journal of risk finance : JRF
24
(
2023
)
2
,
pp. 212-225
Persistent link: https://www.econbiz.de/10014232427
Saved in:
2
Establishment of business risk information value assessment model based on
RAROC
Wang, Nuan
- In:
International journal of information technology and …
21
(
2022
)
2/3
,
pp. 200-214
Persistent link: https://www.econbiz.de/10014318741
Saved in:
3
Economic capital and
RAROC
in a dynamic model
Bauer, Daniel
;
Zanjani, George
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012819680
Saved in:
4
Minimal required rate of return for ex-ante profitability calculation of bank medium-sized enterprises clients
Křečková, Štěpánka
- In:
International journal of financial services management …
9
(
2018
)
3
,
pp. 226-241
Persistent link: https://www.econbiz.de/10011979965
Saved in:
5
Using economic value added in ex-ante profitability calculation of bank's medium-sized clients
Křečková, Štěpánka
- In:
Prague economic papers : a bimonthly journal of …
27
(
2018
)
2
,
pp. 232-247
Persistent link: https://www.econbiz.de/10011895281
Saved in:
6
Toward an efficient people-risk capital allocation for financial firms : evidence from US banks
Feria-Domínguez, José Manuel
;
Jiménez-Rodríguez, Enrique
- In:
The journal of operational risk
12
(
2017
)
4
,
pp. 71-94
Persistent link: https://www.econbiz.de/10013177183
Saved in:
7
Determining hurdle rate and capital allocation in credit portfolio management
Miu, Peter
;
Ozdemir, Bogie
;
Cubukgil, Evren
;
Giesinger, …
- In:
Journal of financial services research : JFSR
50
(
2016
)
2
,
pp. 243-273
Persistent link: https://www.econbiz.de/10011667855
Saved in:
8
A theory of risk capital
Erel, Isil
;
Myers, Stewart C.
;
Read, James A.
- In:
Journal of financial economics
118
(
2015
)
3
,
pp. 620-635
Persistent link: https://www.econbiz.de/10011480544
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