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Risk-Adjusted Performance Measures

In: Retail Credit Risk Management

Author

Listed:
  • Mario Anolli

Abstract

The measurement of performance is of paramount importance to credit risk management, especially in retail credit risk management where the sheer number of decisions needs to be thoroughly controlled via a standardized approach and a consistent framework. The high number of counterparties and decisions to be made calls for definite and possibly automated decision criteria and for ex post evaluation procedures concerning the rationality of the allocation of the limited capital available for the best investment alternatives on the basis of their expected (perceived) risk and return.

Suggested Citation

  • Mario Anolli, 2013. "Risk-Adjusted Performance Measures," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Mario Anolli & Elena Beccalli & Tommaso Giordani (ed.), Retail Credit Risk Management, chapter 7, pages 134-147, Palgrave Macmillan.
    • Handle: RePEc:pal:pmschp:978-1-137-00676-9_7
    DOI: 10.1057/9781137006769_7
    as

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