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Keywords: BASEL guidelines
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Journal Articles
A risk-neutral approach to the RAROC method of loan pricing using account-level data
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2023) 24 (2): 212–225.
Published: 24 January 2023
... Limited Licensed re-use rights only RAROC Loan pricing BASEL guidelines The literature discussed various theories of loan pricing. Klein (1971) , Monti (1972) and Ho and Saunders (1981) are the earliest authors who have carried out pioneering work in the development of theories...
