Optimal Versus Alternative Economic Capital Allocation in Banking

H.-P. Burghof () and J. Müller ()
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H.-P. Burghof: Universität Hohenheim, Lehrstuhl für Bankwirtschaft und Finanzdienstleistungen
J. Müller: Universität Hohenheim, Lehrstuhl für Bankwirtschaft und Finanzdienstleistungen

A chapter in High Performance Computing in Science and Engineering ‘13, 2013, pp 579-589 from Springer

Abstract: Abstract Burghof and Müller (High Performance Computing in Science and Engineering ’11. Springer, Heidelberg, 2012) already describes a basic model of economic capital allocation in banking. Furthermore, Burghof and Müller (High Performance Computing in Science and Engineering ’12. Springer, Heidelberg, 2013) addresses the model’s heuristic solving algorithm in the form of threshold accepting by focusing on the algorithm’s parameterization. The current report finally focusses on emphasizing the superiority of the optimal method of economic capital allocation. Thereto, the report restricts itself to an introductory model case providing optimal conditions in the form of an informed central management of the model bank.

Keywords: Economic Capital Allocation; Banking Model; Optimal Allocation Method; Alternative Allocation Schemes; Present Research Approach (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-02165-2_41

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DOI: 10.1007/978-3-319-02165-2_41

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