Value at Risk and Bank Capital Management
eBook - PDF

Value at Risk and Bank Capital Management

Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making

  1. 280 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Value at Risk and Bank Capital Management

Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making

About this book

Value at Risk and Bank Capital Management offers a unique combination of concise, expert academic analysis of the latest technical VaR measures and their applications, and the practical realities of bank decision making about capital management and capital allocation.The book contains concise, expert analysis of the latest technical VaR measures but without the highly mathematical component of other books. It discusses practical applications of these measures in the real world of banking, focusing on effective decision making for capital management and allocation.The author, Francesco Saita, is based at Bocconi University in Milan, Italy, one of the foremost institutions for banking in Europe. He provides readers with his extensive academic and theoretical expertise combined with his practical and real-world understanding of bank structure, organizational constraints, and decision-making processes.This book is recommended for graduate students in master's or Ph.D. programs in finance/banking and bankers and risk managers involved in capital allocation and portfolio management.- Contains concise, expert analysis of the latest technical VaR measures but without the highly mathematical component of other books- Discusses practical applications of these measures in the real world of banking, focusing on effective decision making for capital management and allocation- Author is based at Bocconi University in Milan, Italy, one of the foremost institutions for banking in Europe

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Yes, you can access Value at Risk and Bank Capital Management by Francesco Saita in PDF and/or ePUB format, as well as other popular books in Économie & Banques et services bancaires. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Academic Press
Year
2010
Print ISBN
9780123694669
eBook ISBN
9780080471068
Topic
Économie
Subtopic
Banques et services bancaires

Table of contents

  1. Front cover
  2. Title page
  3. Copyright page
  4. Table of contents
  5. Preface
  6. Contributors
  7. CHAPTER 1: Value at Risk, Capital Management, and Capital Allocation
  8. CHAPTER 2: What Is “Capital” Management?
  9. CHAPTER 3: Market Risk
  10. CHAPTER 4: Credit Risk
  11. CHAPTER 5: Operational Risk and Business Risk
  12. CHAPTER 6: Risk Capital Aggregation
  13. CHAPTER 7: Value at Risk and Risk Control for Market and Credit Risk
  14. CHAPTER 8: Risk-Adjusted Performance Measurement
  15. CHAPTER 9: Risk-Adjusted Performance Targets, Capital Allocation, and the Budgeting Process
  16. Final Remarks
  17. Selected Free Risk Management–Related Websites
  18. References
  19. Index