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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

If you already have an account, please sign in here.

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 individual account here