Optimal Risk-Return Trade-Offs of Commercial Banks High quality books
Optimal Risk-Return Trade-Offs of Commercial Banks
By:Jochen Kühn
Published on 2006-09-28 by Springer Science & Business Media
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.
This Book was ranked at 32 by Google Books for keyword Commercial bank.
Book ID of Optimal Risk-Return Trade-Offs of Commercial Banks's Books is 3DqHP-KKB9sC, Book which was written byJochen Kühnhave ETAG "QkIWYgo4ujM"
Book which was published by Springer Science & Business Media since 2006-09-28 have ISBNs, ISBN 13 Code is 9783540348214 and ISBN 10 Code is 3540348212
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Book which have "152 Pages" is Printed at BOOK under CategoryBusiness and Economics
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