Welcome to Loot.co.za! Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search

Checkout
- Your Cart Price

Your cart

Your cart is empty

Books > Business & Economics > Economics

Buy Now

Optimal Risk-Return Trade-Offs of Commercial Banks - and the Suitability of Profitability Measures for Loan Portfolios (Paperback, 2006 ed.) Loot Price: R1,536

Discovery Miles 15 360

Repayment Terms: R144 pm x 12*

Add to cart

Optimal Risk-Return Trade-Offs of Commercial Banks - and the Suitability of Profitability Measures for Loan Portfolios...

Optimal Risk-Return Trade-Offs of Commercial Banks - and the Suitability of Profitability Measures for Loan Portfolios (Paperback, 2006 ed.)

Jochen Kuhn

Series: Lecture Notes in Economics and Mathematical Systems, 578

(sign in to rate)

Loot Price R1,536 Discovery Miles 15 360 | Repayment Terms: R144 pm x 12*

Expected to ship within 10 - 15 working days

Description
Details
Customer Reviews

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.

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Series:	Lecture Notes in Economics and Mathematical Systems, 578
Release date:	August 2006
First published:	2006
Authors:	Jochen Kuhn
Dimensions:	235 x 155 x 8mm (L x W x T)
Format:	Paperback
Pages:	152
Edition:	2006 ed.
ISBN-13:	978-3-540-34819-1
Categories:	Books > Business & Economics > Economics > General Books > Science & Mathematics > Mathematics > General Promotions
LSN:	3-540-34819-0
Barcode:	9783540348191