Work

Economic capital and RAROC in a dynamic model

Year: 2021

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2021.106071

Authors: Daniel Bauer, George Zanjani

Institutions: University of Wisconsin–Madison, University of Alabama

Language: English

Topic: Insurance and Financial Risk Management

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3126814058

FWCI: 0.955

Cites: 45

Cited by: 10

Related to: 10