Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/8290
Title: Risk adjusted performance measurement for trading desks within banks.
Authors: Lee, Doreen.
Sim, Winny.
Wong, Xiuyi.
Keywords: DRNTU::Business::Finance::Risk management
Issue Date: 2002
Abstract: This paper gives an overview of the Risk Adjusted Return on Capital (RAROC) and Value-at-Risk (VaR) concepts, used for measuring market risk of portfolios. The concepts incorporate risk management and capital structure decisions, and provide a simple setting within which to address questions relating to capital budgeting and performance measurement.
URI: http://hdl.handle.net/10356/8290
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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