The Use of a Multicriterion Approach for the Capital Allocation Within a Bank
- Allied Irish Bank offers â‚¬500m of CEE assets. // EuroProperty;11/2/2009, p1
The article reports that the bank group Allied Irish Bank Capital Markets (AIBCM) has placed 500m euros of central European assets on the market. The aim is to cash in on portfolio of offices and distribution facilities in Hungary and Poland. The Irish government has so far invested 3.5bn euros...
- Capital and Risk: New Evidence on Implications of Large Operational Losses. De Fontnouvelle, Patrick; Dejesus-Rueff, Virginia; Jordan, John S.; Rosengren, Eric S. // Journal of Money, Credit & Banking (Ohio State University Press);Oct2006, Vol. 38 Issue 7, p1819
Operational risk is currently receiving significant media attention, as financial scandals have appeared regularly and multiple events have exceeded one billion dollars in impact. Regulators have also been devoting attention to this risk and are finalizing proposals that would require banks to...
- How to Choose the Best Bond Within a Sector. Hingston, Roy // Community Banker;May2002, Vol. 11 Issue 5, p38
Focuses on the importance of proper asset allocation for bank's liability mix in controlling risk. Impact of market volatility on prices of securities; Price change in bonds; Use of parallel rate shock test to choose the best securities.
- An examination of the economic significance of stock return predictability in UK stock returns. Fletcher, Jonathan; Hillier, Joe // International Review of Economics & Finance;2002, Vol. 11 Issue 4, p373
We explore the out-of-sample performance of domestic UK asset allocation strategies that use forecasts of expected returns from a linear predictive regression and those that are implied by asset pricing models such as the capital asset pricing model (CAPM) or arbitrage pricing theory (APT). Our...
- OECD Discussion Draft on the Attribution of Profits to Permanent Establishments: Representation... Marshall, James; Brans, M.K.; Rubinstein, A.A. // International Tax Journal;Winter2002, Vol. 28 Issue 1, p1
Presents comments to Organization for Economic Cooperation and Development's discussion draft on the attribution of profits to permanent establishments. Allocation of capital based on booked assets; Allocation of assets based on where the assets are used; Relationship between capital...
- Style rotation and dynamic asset allocation. Satchell, Stephen // Journal of Asset Management;Dec2011, Vol. 12 Issue 6, p377
An introduction is presented in which the editor discusses various reports within the issue on topics including asset allocation, the momentum investment strategies and spillovers in market capitalisation portfolios.
- Managing Efficient Capital Allocation with Emphasis on the Chinese Experience. Cai, Zhuang; Wheale, Peter // Journal of Business Ethics;Jul2009 Supplement 1, Vol. 87, p111
Responsible risk management is central to banking ethics. With the 1999 publication of the Basel Committeeâ€™s proposal, Basel II, for a New Capital Accord to replace the 1988 agreement, Basel I, an attempt has been made to address the problem of correlating banksâ€™ risk management...
- Using credit derivatives for optimal capital allocation. Gil, Alla; Klymchuk, Taras // Derivatives Use, Trading & Regulation;2002, Vol. 7 Issue 4, p324
Attempts to develop a framework for economic capital calculation and optimization in the U.S. Approach to measure market risk; Steps of the capital allocation process; Purpose of the loss distribution function; Discussion on single-name default protection.
- Strict multi-asset funds beat flexible peers. Jackson, Gary // Money Marketing;3/28/2013, p28
The article discusses research by S&P Capital on the performance of multi-asset funds with strict mandates.