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Value at Risk and Bank Capital Management : Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making.
An expert analysis of the cutting-edge risk measures banks can use to manage and allocate their capital.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Burlington :
Elsevier,
2007.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Front cover; Value at Risk and Bank Capital Management; Copyright page; Table of contents; Preface; Contributors; CHAPTER 1: Value at Risk, Capital Management, and Capital Allocation; CHAPTER 2: What Is "Capital" Management?; CHAPTER 3: Market Risk; CHAPTER 4: Credit Risk; CHAPTER 5: Operational Risk and Business Risk; CHAPTER 6: Risk Capital Aggregation; CHAPTER 7: Value at Risk and Risk Control for Market and Credit Risk; CHAPTER 8: Risk-Adjusted Performance Measurement; CHAPTER 9: Risk-Adjusted Performance Targets, Capital Allocation, and the Budgeting Process; Final Remarks.