Value at Risk and Bank Capital Management

Bank capital management is a major concern for banking and finance today due to Basel II, a set of regulatory guidelines aimed at promoting greater consistency in the way bands and banking regulators approach risk management across national borders. The combination of discussions about sophisticated and cutting-edge risk measurement techniques and practical bank decision-making about capital management and allocation make this book unique.

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  • Author : Francesco Saita
  • Publisher : Academic Press
  • Pages : 259 pages
  • ISBN : 9780123694669
  • Rating : 4/5 from 21 reviews
CLICK HERE TO GET THIS BOOKValue at Risk and Bank Capital Management

Value at Risk and Bank Capital Management

Value at Risk and Bank Capital Management
  • Author : Francesco Saita
  • Publisher : Academic Press
  • Release : 26 July 2021
GET THIS BOOKValue at Risk and Bank Capital Management

Bank capital management is a major concern for banking and finance today due to Basel II, a set of regulatory guidelines aimed at promoting greater consistency in the way bands and banking regulators approach risk management across national borders. The combination of discussions about sophisticated and cutting-edge risk measurement techniques and practical bank decision-making about capital management and allocation make this book unique.

Value at Risk and Bank Capital Management

Value at Risk and Bank Capital Management
  • Author : Francesco Saita
  • Publisher : Elsevier
  • Release : 26 July 2010
GET THIS BOOKValue at Risk and Bank Capital Management

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

Risk Management and Shareholders' Value in Banking

Risk Management and Shareholders' Value in Banking
  • Author : Andrea Sironi,Andrea Resti
  • Publisher : John Wiley & Sons
  • Release : 30 April 2007
GET THIS BOOKRisk Management and Shareholders' Value in Banking

This book presents an integrated framework for risk measurement, capital management and value creation in banks. Moving from the measurement of the risks facing a bank, it defines criteria and rules to support a corporate policy aimed at maximizing shareholders' value. Parts I - IV discuss different risk types (including interest rate, market, credit and operational risk) and how to assess the amount of capital they absorb by means of up-to-date, robust risk-measurement models. Part V surveys regulatory capital requirements:

The Value Management Handbook

The Value Management Handbook
  • Author : Thomas C. Wilson
  • Publisher : John Wiley & Sons
  • Release : 13 April 2015
GET THIS BOOKThe Value Management Handbook

A value management framework designed specifically for banking and insurance The Value Management Handbook is a comprehensive, practical reference written specifically for bank and insurance valuation and value management. Spelling out how the finance and risk functions add value in their respective spheres, this book presents a framework for measuring – and more importantly, influencing – the value of the firm from the position of the CFO and CRO. Case studies illustrating value-enhancing initiatives are designed to help Heads of Strategy offer

Value at Risk, 3rd Ed.

Value at Risk, 3rd Ed.
  • Author : Philippe Jorion
  • Publisher : McGraw Hill Professional
  • Release : 09 November 2006
GET THIS BOOKValue at Risk, 3rd Ed.

Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Third Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent years. Philippe Jorion provides the most current information needed to understand and implement VAR-as well as manage newer dimensions of financial risk. Featured updates include: An increased emphasis on operational risk Using VAR for integrated risk management and to measure economic capital

The Risk of Investment Products

The Risk of Investment Products
  • Author : Michael CS Wong
  • Publisher : World Scientific
  • Release : 29 July 2011
GET THIS BOOKThe Risk of Investment Products

In the aftermath of the financial crisis of 2008, many financial institutions have been exploring new methods to measure investment product risk. Lawmakers have been developing new rules that protect investors better than before. The purpose is to mitigate the risk of financial institutions that distribute investment products to their clients. This book presents professional views on investment product risk and analyzes complex investment product risk from various perspectives. Contributed by lawyers, risk managers, IT engineers and scholars, this book is

Risk Management

Risk Management
  • Author : Thomas Wolke
  • Publisher : Walter de Gruyter GmbH & Co KG
  • Release : 25 September 2017
GET THIS BOOKRisk Management

This book is the English edition of the German third edition, which has proven to be a standard work on the subject of risk management. The English edition extends the scope of use to the English-language bachelor's and master's degree courses in economics and for potential use (especially as a reference work) in the professional practice of risk management. The subject of the book is company-wide risk management based on the Value at Risk concept. This includes quantitative and qualitative

The impact of regulation on remuneration in banks. An analysis of EU, UK and German law

The impact of regulation on remuneration in banks. An analysis of EU, UK and German law
  • Author : Maxim Hohmann
  • Publisher : Anchor Academic Publishing
  • Release : 09 February 2017
GET THIS BOOKThe impact of regulation on remuneration in banks. An analysis of EU, UK and German law

The excessive risk-taking at banks might account for the failure of financial undertakings, as well as to systemic problems in the European Union and around the world. The inappropriate design of remuneration systems in many financial institutions is reported to induce such risk-taking. The EU regulators have intervened through legislative measures which have been differently implemented in Member States. Such legislative measures face critics due to the restriction in banks’ freedom of business. However, this book will point out that

The Strategic CFO

The Strategic CFO
  • Author : Ulrich Hommel,Michael Fabich,Ervin Schellenberg,Lutz Firnkorn
  • Publisher : Springer Science & Business Media
  • Release : 20 October 2011
GET THIS BOOKThe Strategic CFO

The role of the Chief Financial Officer (CFO) has substantially changed in a world characterized by globalized financial markets and truly global products. The accelerated development of new technologies, products, and markets has led to an increasingly dynamic and uncertain competitive situation. The book demonstrates and discusses the impact of this changing corporate environment on the role and responsibilities of the CFO. A more holistic view that integrates business and financial decisions is required in order to manage these challenges

Eurasian Business Perspectives

Eurasian Business Perspectives
  • Author : Mehmet Huseyin Bilgin,Hakan Danis,Ender Demir,Ugur Can
  • Publisher : Springer
  • Release : 31 October 2017
GET THIS BOOKEurasian Business Perspectives

This volume presents selected papers on recent management research from the 20th Eurasia Business and Economics Society (EBES) Conference, which was held in Vienna in 2016. Its primary goal is to showcase advances in the fields of accounting, auditing, marketing, and human resources in emerging economies. This volume is unique in its special focus on empirical research perspectives from countries such as Lithuania, Russia, and the Visegrád Group (the Czech Republic, Hungary, Poland and Slovakia), among others.

Risk Analysis and Portfolio Modelling

Risk Analysis and Portfolio Modelling
  • Author : Elisa Luciano,David Allen
  • Publisher : MDPI
  • Release : 16 October 2019
GET THIS BOOKRisk Analysis and Portfolio Modelling

Financial Risk Measurement is a challenging task, because both the types of risk and the techniques evolve very quickly. This book collects a number of novel contributions to the measurement of financial risk, which address either non-fully explored risks or risk takers, and does so in a wide variety of empirical contexts.

The Handbook of Energy Trading

The Handbook of Energy Trading
  • Author : Stefano Fiorenzani,Samuele Ravelli,Enrico Edoli
  • Publisher : John Wiley & Sons
  • Release : 06 February 2012
GET THIS BOOKThe Handbook of Energy Trading

To thrive in today's booming energy trading market you need cutting-edge knowledge of the latest energy trading strategies, backed up by rigorous testing and practical application Unique in its practical approach, The Handbook of Energy Trading is your definitive guide. It provides a valuable insight into the latest strategies for trading energy—all tried and tested in maintaining a competitive advantage—illustrated with up-to-the-minute case studies from the energy sector. The handbook takes you through the key aspects of energy