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Optimal Risk-return Trade-offs of Commercial Banks
Jochen Kuhn
€ 67.48
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Description for Optimal Risk-return Trade-offs of Commercial Banks
Paperback. Intends to criticize 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. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 161 pages, 1 black & white tables, biography. BIC Classification: KC; PB. Category: (UU) Undergraduate. Dimension: 234 x 156 x 8. Weight in Grams: 530.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2006
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
161
Condition
New
Series
Lecture Notes in Economics and Mathematical Systems
Number of Pages
152
Place of Publication
Berlin, Germany
ISBN
9783540348191
SKU
V9783540348191
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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