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- catalog abstract "The paper develops a framework for analyzing the capital allocation and capital structure decisions facing financial institutions such as banks. The model used incorporates two key features: i) value-maximizing banks have a well-founded concern with risk management; and ii) not all the risks they face can be frictionlessly hedged in the capital market. This approach shows how bank-level risk management considerations should factor into the pricing of those risks that cannot be easily hedged. The paper examines several applications, including: the evaluation of proprietary trading operations; and the pricing of unhedgeable derivatives positions.".
- catalog contributor b8842834.
- catalog contributor b8842835.
- catalog created "1995.".
- catalog date "1995".
- catalog date "1995.".
- catalog dateCopyrighted "1995.".
- catalog description "Includes bibliographical references (p. 36-37).".
- catalog description "The paper develops a framework for analyzing the capital allocation and capital structure decisions facing financial institutions such as banks. The model used incorporates two key features: i) value-maximizing banks have a well-founded concern with risk management; and ii) not all the risks they face can be frictionlessly hedged in the capital market. This approach shows how bank-level risk management considerations should factor into the pricing of those risks that cannot be easily hedged. The paper examines several applications, including: the evaluation of proprietary trading operations; and the pricing of unhedgeable derivatives positions.".
- catalog extent "37 p. :".
- catalog isPartOf "Working paper (Harvard University. Graduate School of Business Administration. Division of Research) ; HBS 96-030.".
- catalog isPartOf "Working paper / Division of Research, Harvard Business School ; 96-030".
- catalog issued "1995".
- catalog issued "1995.".
- catalog language "eng".
- catalog publisher "[Boston] : Division of Research, Harvard Business School,".
- catalog title "Risk management, capital budgeting and capital structure policy for financial institutions : an integrated approach / by Kenneth A. Froot, Jeremy C. Stein.".
- catalog type "text".