Overcoming the hurdle

Online References:
Crouhy M, S Turnbull and L Wakeman, 1999. Measuring risk-adjusted performance. Journal of Risk 2(1), fall, pages 5–35.

Froot K and J Stein, 1998a. Risk management, capital budgeting, and capital structure policy for financial institutions: an integrated approach. Journal of Financial Economics 47, pages 55–82.

Hall C, 2002. Metrics - Economic capital: towards an integrated risk framework. Risk October, pages 33–38.

Click Here to Download PDF

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: