| Autor: |
Fouche, Casper H., Gideon, Frednard, Mukuddem-Petersen, Janine, Petersen, Mark A. |
| Předmět: |
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| Zdroj: |
International Journal of Tomography & Statistics; Fall2007, Vol. 7 Issue F07, p115-121, 7p |
| Abstrakt: |
We consider the practical implications of the optimal bank equity allocation proposed in Fouche et al. (2006). In this regard, we demonstrate how this strategy can impact the management of risk, assets and capital adequacy in banking. Also, we provide an example that illustrates the manner in which our derived models for bank behaviour can contribute to asset and capital management practice. Throughout this example, realistic regulatory constraints associated with the raising of debt and equity, the level of total capital, profitability, incentive compatibility and financing are brought to bear on bank management. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Supplemental Index |
| Externí odkaz: |
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