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http://bura.brunel.ac.uk/handle/2438/18571| 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. |
| URI: | https://bura.brunel.ac.uk/handle/2438/18571 |
| DOI: | https://doi.org/10.1016/j.jbankfin.2019.06.006 |
| ISSN: | 0378-4266 |
| Appears in Collections: | Dept of Economics and Finance Embargoed Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | Embargoed until 13 Jun 2022 | 629.27 kB | Adobe PDF | View/Open |
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