Abstract
In this book we have discussed many functions of financial institutions that have changed profoundly as a consequence of the 2008 market events Capital calculation and management is another of those areas that is undergoing a deep transformation.
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© 2015 Ignacio Ruiz
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Ruiz, I. (2015). KVA Desk, Capital Management, and RAROC. In: XVA Desks — A New Era for Risk Management. Applied Quantitative Finance. Palgrave Macmillan, London. https://doi.org/10.1057/9781137448200_14
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DOI: https://doi.org/10.1057/9781137448200_14
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-68622-3
Online ISBN: 978-1-137-44820-0
eBook Packages: Palgrave Economics & Finance CollectionEconomics and Finance (R0)