Jochen Kühn
Optimal Risk-Return Trade-Offs of Commercial Banks
and the Suitability of Profitability Measures for Loan Portfolios
Paperback Engels 2006 2006e druk 9783540348191Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
This book criticizes the fact that profitability measures derived from capital market models such as the Sharpe ratio and the reward-to-VaR ratio are proposed for loan portfolios, although it is not proven whether their risk-return trade-offs are optimal for banks. The authors demonstrate that even the reward-to-VaR ratio, which is developed for valuating loan portfolios, can be highly misleading. They also show how market discipline, capital requirements, and insured deposits affect decision-making.
Specificaties
ISBN13:9783540348191
Taal:Engels
Bindwijze:paperback
Aantal pagina's:152
Uitgever:Springer Berlin Heidelberg
Druk:2006
Hoofdrubriek:Economie, Economie, Algemeen management
Lezersrecensies
Wees de eerste die een lezersrecensie schrijft!
Inhoudsopgave
Risk Measures.- Asset Pricing.- Reward-to-Risk Ratios.- Effects of Risk-Taking in Commercial Banks.- Risk-Return Trade-Offs for Commercial Banks.- Deposits and the Risk-Return Trade-Off.- Profitability Measures for Loan Portfolios.- Conclusion.
Rubrieken
- advisering
- algemeen management
- coaching en trainen
- communicatie en media
- economie
- financieel management
- inkoop en logistiek
- internet en social media
- it-management / ict
- juridisch
- leiderschap
- marketing
- mens en maatschappij
- non-profit
- ondernemen
- organisatiekunde
- personal finance
- personeelsmanagement
- persoonlijke effectiviteit
- projectmanagement
- psychologie
- reclame en verkoop
- strategisch management
- verandermanagement
- werk en loopbaan