Use this URL to cite or link to this record in EThOS: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.418938 |
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Title: | Essays on credit risk, risk adjusted performance and economic capital in financial institutions | ||||||
Author: | Onorato, Mario |
ISNI:
0000 0001 3459 2778
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Awarding Body: | City University London | ||||||
Current Institution: | City, University of London | ||||||
Date of Award: | 2005 | ||||||
Availability of Full Text: |
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Abstract: | |||||||
This dissertation consists of three autonomous essays, discussing the following topics: 1. the pricing of defaultable bonds, loans and plain vanilla credit derivatives, 2. the use of risk-adjusted performance measurement, for optimal portfolio management in the banking, asset management and insurance industries 3. return on economic capital as a measure of value created by the holding of bank assets and the operation of bank business units.
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Supervisor: | Not available | Sponsor: | Not available | ||||
Qualification Name: | Thesis (Ph.D.) | Qualification Level: | Doctoral | ||||
EThOS ID: | uk.bl.ethos.418938 | DOI: | Not available | ||||
Keywords: | HG Finance | ||||||
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