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Working Papers (1993), ESSEC Business School

Coût des fonds propres bancaires et gestion actifs-passifs

PORTAIT Roland , DEMIANS d'ARCHIMBAUD T.

Bank-equity management is presented in the perspective of ALM. The cost of Bank-equity is estimated with the Miles and Ezzel formula and then used in several fields of Bank asset-liability management.

PORTAIT, R. and DEMIANS D'ARCHIMBAUD, T. (1993). Coût des fonds propres bancaires et gestion actifs-passifs. ESSEC Business School.