Risk adjusted performance measures and capital allocation

Abstract

Risk adjusted performance measurement can be a difficult and expensive goal to get right or improve even with everyone supportive within the institution. If this measurement is combined with existing profitability performance measurement and elements of traditional ALM, both hopefully already well established, the goal of simultaneously measurement and management of risk and profitability/performance can be achieved.

Citation

Shaw, D. (2003), "Risk adjusted performance measures and capital allocation", Balance Sheet, Vol. 11 No. 1, pp. 46-61. https://doi.org/10.1108/09657960310698182