Use this URL to cite or link to this record in EThOS: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.418938
Title: Essays on credit risk, risk adjusted performance and economic capital in financial institutions
Author: Onorato, Mario
ISNI:       0000 0001 3459 2778
Awarding Body: City University London
Current Institution: City, University of London
Date of Award: 2005
Availability of Full Text:
Access from EThOS:
Access from Institution:
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.
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
Share: