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• 中国银行业股估值浅论

  moneytalk88 发表于 2007-05-28 07:35:25

  用期权方法对银行股票估值在华尔街极为稀罕, 用DCF(现金流贴现法)来估值也只是偶尔见之; PE----本益比/市盈率方法则非常普及; 鉴于银行资产负债表大多以历史成本价值记帐, 华尔街分析师有时也使用P/B(价格/帐面价...

• 从期权定价理论看目前中国银行业股票的估值

  moneytalk88 发表于 2007-01-22 03:20:36

  It is my first time to see someone uses option pricing theory to assess the valuations of China’s listed banks. The Far East Economic Review recently published an article, Buying Into China’s Vol...

• 商业银行组合管理(1)---可赎回证券

  moneytalk88 发表于 2006-12-31 19:24:54

  Callable securities can present opportunities or risks depending on how our bank predicts   interest rates’ future movements. If the rates are falling, the callables in banks' ...

• 商业银行组合管理(2)--风险报酬的内涵

  moneytalk88 发表于 2006-12-31 22:36:33

  China's banking industry is heading to measuring their performance by using Risk-adjusted Return on Economic Capital (RAROC) or Econmic Value Added. In defining the RAROC, we need to firs...

• 商业银行组合管理(3)--风险资本或经济资本

  moneytalk88 发表于 2007-01-19 13:16:53

  In my previous post, I discussed the concept of nominator in RAROC. Now let's move to the denominator of this formula----Risk-based Capital or Economic Capital. This concept was foun...

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