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Opportunities and consequences of Ba...

Arrieta Sudupe, Juan Jose.

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Opportunities and consequences of Basel II in the risk management of small and medium-sized companies.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Opportunities and consequences of Basel II in the risk management of small and medium-sized companies./
作者:	Arrieta Sudupe, Juan Jose.
面頁冊數:	1268 p.
附註:	Source: Dissertation Abstracts International, Volume: 67-06, Section: A, page: 2222.
Contained By:	Dissertation Abstracts International67-06A.
標題:	Business Administration, Management. -
電子資源:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=3222272
ISBN:	9780542757242

Opportunities and consequences of Basel II in the risk management of small and medium-sized companies.
Arrieta Sudupe, Juan Jose.

Opportunities and consequences of Basel II in the risk management of small and medium-sized companies. - 1268 p.

Source: Dissertation Abstracts International, Volume: 67-06, Section: A, page: 2222.

Thesis (Dr.)--Universidad de Deusto (Spain), 2006.

The investigation begins with the analysis of how the New Basel Capital Accord affects Financial Companies.

ISBN: 9780542757242Subjects--Topical Terms:

626628
Business Administration, Management.

Opportunities and consequences of Basel II in the risk management of small and medium-sized companies.
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245 1 0 $a Opportunities and consequences of Basel II in the risk management of small and medium-sized companies.
300 $a 1268 p.
500 $a Source: Dissertation Abstracts International, Volume: 67-06, Section: A, page: 2222.
500 $a Adviser: Jose Luis Fernandez Perez.
502 $a Thesis (Dr.)--Universidad de Deusto (Spain), 2006.
520 $a The investigation begins with the analysis of how the New Basel Capital Accord affects Financial Companies.
520 $a Despite representing a positive step forward, this model could still be enhanced and bettered. The permanent debate existing in between the Regulatory Authorities and the Financial Sector will be likely to pave the way towards multifactorial models, which will then enable us to benefit from risk diversification and allow us to narrow the gap between the regulatory capital and the economical capital.
520 $a Even in its current state, the New Accord represents an important opportunity for Financial Companies to enhance and adjust their own internal management models, through the perspective of global risk management and profitability adjusted to risk.
520 $a The efficient global risk management, and more specifically the credit risk of small and medium-sized companies, because of their business potential and complexity, will represent a source of competitive advantage for those Companies which have anticipated in this philosophy of global risk management towards profitability.
520 $a At the same time, the consequences of the New Accord will also clearly be in favour of the well-managed small and medium-sized companies, independently of their size of turnover rate.
520 $a In consequence, the philosophy to maximize the profitability adjusted to risk will bring the generalisation and development of tools to discriminate and select customers.
520 $a One of these tools is RORAC (Return Of Risk Adjusted Capital) which quality and strength I underline in this investigation. It works as well for setting short-term customers-orientated tactics (selection, pricing, etc.), as for defining long-term commercial strategies (commercial policies, sectors selection, etc.). Moreover, this tool in addition with the management and selection of portfolios theories (optimisation of the Capital Allocation, Asset Allocation in between different portfolios, etc.) will lead to choose the ideal portfolio composition that will maximize the relation in between "profitability-risk". This relation can sometimes be altered if a portfolio undergoes restrictions or general requirements.
520 $a All this investigation is based on an empirical study of 3.476 small and medium-sized companies, from different sectors and characteristics, which provided me with a real risks database. This analysis reinforces and confirms, with real facts, my conclusion that RORAC is the best tool to discriminate between financial operations or customers who will create or destroy value.
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650 4 $a Economics, Finance. $3 626650
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710 2 0 $a Universidad de Deusto (Spain). $3 1020533
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