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Innovations in performance measurement in banking

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Author Info
Ralph C. Kimball

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Abstract

In banking over the past 10 years, management accountants have been instrumental in the creation of new management processes and performance systems. Their innovations have enabled banks to create internal capital markets, measure risks so as to facilitate their proper hedging and pricing, and create risk-based performance standards for lines of business. They have also made great progress in creating data bases and analytical tools to resolve strategic conflicts.> This article discusses the evolution of commercial banks into semiautonomous lines of business and the managerial issues and challenges that this organizational change has created. It goes on to describe the development of funds transfer systems, the allocation of risk-based capital, and the creation of risk-adjusted hurdle rates. Unresolved issues in bank management are also reviewed, such as the problem of "adding up" in the allocation of capital, the valuation of customer relationships, and the creation of objective measures of credit risk.

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Publisher Info
Article provided by Federal Reserve Bank of Boston in its journal New England Economic Review.

Volume (Year): (1997)
Issue (Month): May ()
Pages: 23-38
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Handle: RePEc:fip:fedbne:y:1997:i:may:p:23-38

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Related research
Keywords: Banks and banking - Ratio analysis

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Merton, Robert C., 1973. "On the pricing of corporate debt: the risk structure of interest rates," Working papers 684-73., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
    Other versions:
  2. Katerina Simons, 1996. "Value at risk: new approaches to risk management," New England Economic Review, Federal Reserve Bank of Boston, issue Sep, pages 3-13. [Downloadable!]
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Stoughton, Neal & Zechner, Josef, 2004. "Optimal Capital Allocation Using RAROC(tm) and EVA," CEPR Discussion Papers 4169, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  2. Stoughton, Neal & Zechner, Josef, 1999. "Optimal Capital Allocation Using RAROC And EVA," CEPR Discussion Papers 2344, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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This page was last updated on 2008-8-8.


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