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Leveraging regulatory investments with portfolio risk-based pricing

Author

Listed:
  • Paul Cartwright
  • Hanna Sarraf

Abstract

Keywords: Risk-based pricing, Commodity pricing, Portfolio diversification, Pillar 2, Economic capital, RAROC, Economic profit, Value destroyers, Shareholder value, (use tests) requirements

Suggested Citation

  • Paul Cartwright & Hanna Sarraf, 2005. "Leveraging regulatory investments with portfolio risk-based pricing," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, vol. 13(3), pages 215-223, September.
    • Handle: RePEc:eme:jfrcpp:13581980510622072
    DOI: 10.1108/13581980510622072
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