Risk-Adjusted Performance Measures

  • Mario Anolli
Part of the Palgrave Macmillan Studies in Banking and Financial Institutions book series (SBFI)


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.


Credit Risk Business Unit Equity Capital Capital Management Capital Allocation 
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© Mario Anolli 2013

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  • Mario Anolli

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