Risk adjusted performance measurement for trading desks within banks.

This paper gives an overview of the Risk Adjusted Return on Capital (RAROC) and Value-at-Risk (VaR) concepts, used for measuring market risk of portfolios. The concepts incorporate risk management and capital structure decisions, and provide a simple setting within which to address questions relatin...

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Bibliographic Details
Main Authors:	Lee, Doreen., Sim, Winny., Wong, Xiuyi.
Other Authors:	Cao, Yong
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Risk management
Online Access:	http://hdl.handle.net/10356/8290
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-8290
record_format	dspace
spelling	sg-ntu-dr.10356-82902023-05-19T05:41:34Z Risk adjusted performance measurement for trading desks within banks. Lee, Doreen. Sim, Winny. Wong, Xiuyi. Cao, Yong Nanyang Business School DRNTU::Business::Finance::Risk management This paper gives an overview of the Risk Adjusted Return on Capital (RAROC) and Value-at-Risk (VaR) concepts, used for measuring market risk of portfolios. The concepts incorporate risk management and capital structure decisions, and provide a simple setting within which to address questions relating to capital budgeting and performance measurement. 2008-09-24T07:19:29Z 2008-09-24T07:19:29Z 2002 2002 Final Year Project (FYP) http://hdl.handle.net/10356/8290 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Risk management
spellingShingle	DRNTU::Business::Finance::Risk management Lee, Doreen. Sim, Winny. Wong, Xiuyi. Risk adjusted performance measurement for trading desks within banks.
description	This paper gives an overview of the Risk Adjusted Return on Capital (RAROC) and Value-at-Risk (VaR) concepts, used for measuring market risk of portfolios. The concepts incorporate risk management and capital structure decisions, and provide a simple setting within which to address questions relating to capital budgeting and performance measurement.
author2	Cao, Yong
author_facet	Cao, Yong Lee, Doreen. Sim, Winny. Wong, Xiuyi.
format	Final Year Project
author	Lee, Doreen. Sim, Winny. Wong, Xiuyi.
author_sort	Lee, Doreen.
title	Risk adjusted performance measurement for trading desks within banks.
title_short	Risk adjusted performance measurement for trading desks within banks.
title_full	Risk adjusted performance measurement for trading desks within banks.
title_fullStr	Risk adjusted performance measurement for trading desks within banks.
title_full_unstemmed	Risk adjusted performance measurement for trading desks within banks.
title_sort	risk adjusted performance measurement for trading desks within banks.
publishDate	2008
url	http://hdl.handle.net/10356/8290
_version_	1770565502677024768

Risk adjusted performance measurement for trading desks within banks.

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