Optimal Risk Return Trade Offs of Commercial Banks is popular PDF and ePub book, written by Jochen Kühn in 2006-09-28, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Optimal Risk Return Trade Offs of Commercial Banks can be Read Online from any device for your convenience.

Optimal Risk Return Trade Offs of Commercial Banks Book PDF Summary

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.

Detail Book of Optimal Risk Return Trade Offs of Commercial Banks PDF

Optimal Risk Return Trade Offs of Commercial Banks
  • Author : Jochen Kühn
  • Release : 28 September 2006
  • Publisher : Springer Science & Business Media
  • ISBN : 9783540348214
  • Genre : Business & Economics
  • Total Page : 153 pages
  • Language : English
  • PDF File Size : 8,5 Mb

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