Risk adjusted performance measures and capital allocation
David Shaw
(David Shaw is director of the consultants ALM Research)
3026
Abstract
Risk adjusted performance measurement can be a difficult and expensive goal to get right or improve even with everyone supportive within the institution. If this measurement is combined with existing profitability performance measurement and elements of traditional ALM, both hopefully already well established, the goal of simultaneously measurement and management of risk and profitability/performance can be achieved.
Keywords
Citation
Shaw, D. (2003), "Risk adjusted performance measures and capital allocation", Balance Sheet, Vol. 11 No. 1, pp. 46-61. https://doi.org/10.1108/09657960310698182
Publisher
:MCB UP Ltd
Copyright © 2003, Company