For more on RAROC, see A. Saunders and L. Allen, Credit Risk Measurement: New Approaches to Value

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For more on RAROC, see A. Saunders and L. Allen, Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms, 2nd ed. (New York: John Wiley & Sons, 2002).

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Financial Markets And Institutions

ISBN: 9781259919718

7th Edition

Authors: Anthony Saunders, Marcia Cornett

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Question Posted: Jul 25, 2024 11:00 AM

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For more on RAROC, see A. Saunders and L. Allen, Credit Risk Measurement: New Approaches to Value

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Financial Markets And Institutions

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