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Title: A New Approach to Optimal Capital Allocation for RORAC Maximization in Banks
Authors: Kang, W-Y
Poshakwale, S
Keywords: regulatory risk;economic capital;optimal capital allocation;banks;Euler principle
Issue Date: 13-Jun-2019
Publisher: Elsevier
Citation: Kang, W. and Poshakwale, S. (2019) 'A new approach to optimal capital allocation for RORAC maximization in banks', Journal of Banking & Finance, 106, pp. 153-165. doi: 10.1016/j.jbankfin.2019.06.006.
ISSN: 0378-4266
Appears in Collections:Dept of Economics and Finance Embargoed Research Papers

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