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Titlebook: Optimal Risk-Return Trade-Offs of Commercial Banks; and the Suitability Jochen Kühn Book 2006 Springer-Verlag Berlin Heidelberg 2006 Basel

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書目名稱Optimal Risk-Return Trade-Offs of Commercial Banks
副標(biāo)題and the Suitability
編輯Jochen Kühn
視頻videohttp://file.papertrans.cn/703/702914/702914.mp4
叢書名稱Lecture Notes in Economics and Mathematical Systems
圖書封面Titlebook: Optimal Risk-Return Trade-Offs of Commercial Banks; and the Suitability  Jochen Kühn Book 2006 Springer-Verlag Berlin Heidelberg 2006 Basel
描述1.1 Problem Statement and Research Question Active loan portfolio management is becoming more and more imp- tant. In the year 2004, European banks sold credits worth EUR 249 billion. Big deals were made by the German banks Hypo Real Estate (EUR 3.6 billion) and Dresdner Bank (EUR 1.2 billion). In addition, credit exchanges were established which made loans more liquid. For example, in October 2004 the German “Deutsche Kredit-B¨ orse” was established, which focuses on trading loans assigned to medium-size businesses. It is empirically shown that active loan portfolio management can 1 be very pro?table. However, a precondition to bene?t from active loan portfolio management is having knowledge about valuating loan po- folios. Shareholders can steadily bene?t from such transactions only if banks valuate loan portfolios correctly. This is this dissertation’s mo- vation for dealing with pro?tability measures for loan portfolios. Nowadays, banks measure the pro?tability of loan portfolios p- marily by calculating the return on risk adjusted capital (RORAC). Here return is the expected pro?t after re?nancing and operational costs. Risk adjusted capital, more frequently called economic cap
出版日期Book 2006
關(guān)鍵詞Basel I; Basel II; Commercial Bank; Loan Portfolio Optimization; Reward-to-Risk Ratio; Risk-Return Trade-
版次1
doihttps://doi.org/10.1007/3-540-34821-2
isbn_softcover978-3-540-34819-1
isbn_ebook978-3-540-34821-4Series ISSN 0075-8442 Series E-ISSN 2196-9957
issn_series 0075-8442
copyrightSpringer-Verlag Berlin Heidelberg 2006
The information of publication is updating

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Book 2006d credits worth EUR 249 billion. Big deals were made by the German banks Hypo Real Estate (EUR 3.6 billion) and Dresdner Bank (EUR 1.2 billion). In addition, credit exchanges were established which made loans more liquid. For example, in October 2004 the German “Deutsche Kredit-B¨ orse” was establis
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sation zu jenen unter den Krebsen geh?rt, bei denen eine echte Einschr?nkung der Erkrankungsh?ufigkeit durch Vermeidung exogener Noxen erreicht werden kann (. 1980), sind gleicherma?en umfangreiche wie vollst?ndige statistische Angaben besonders notwendig und wertvoll. Nur durch sie k?nnen Ver?nderu
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978-3-540-34819-1Springer-Verlag Berlin Heidelberg 2006
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