Abstract
The measurement of performance is of paramount importance to credit risk management, especially in retail credit risk management where the sheer number of decisions needs to be thoroughly controlled via a standardized approach and a consistent framework. The high number of counterparties and decisions to be made calls for definite and possibly automated decision criteria and for ex post evaluation procedures concerning the rationality of the allocation of the limited capital available for the best investment alternatives on the basis of their expected (perceived) risk and return.
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References
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© 2013 Mario Anolli
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Anolli, M. (2013). Risk-Adjusted Performance Measures. In: Anolli, M., Beccalli, E., Giordani, T. (eds) Retail Credit Risk Management. Palgrave Macmillan Studies in Banking and Financial Institutions. Palgrave Macmillan, London. https://doi.org/10.1057/9781137006769_7
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DOI: https://doi.org/10.1057/9781137006769_7
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-43507-4
Online ISBN: 978-1-137-00676-9
eBook Packages: Palgrave Economics & Finance CollectionEconomics and Finance (R0)