Managing Bank Capital : Capital Allocation and Performance Measurement
- Chichester : John Wiley sons , 1996 .
- xiv . 210 p . : 24 cm ill . ;
The Role of Capital Introduction to Capital Allocation Techniques Regulatory Capital Value-at-Risk and Capital Allocation :The RAMP Approach A Top-Down Approach: Determining the Cost of Capital and the Earning at Risk" Buffer Earnings-Volatility based Approach Feeding the Model: the Importance of clean data Limitations of RoC: The Stock Market's perspective Shareholder Value as a Key Performance Measure Implementing Capital Allocation Policies and Procedures
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Specific forms of Investment Financial Economics Financial Economics