Risk managementBack to menu
Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (The Wiley Finance Series)
Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (The Wiley Finance Series)
Author: Andrea Sironi, Andrea Resti | Publisher: John Wiley & Sons
Recommended
Buy this book

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: a special emphasis is given to the Basel II accord, discussing its economic foundations and managerial implications. Part VI presents models and techniques to calibrate the amount of economic capital at risk needed by the bank, to fine-tune its composition, to allocate it to risk-taking units, to estimate the "fair" return expected by shareholders, to monitor the value creation process. * a complete, up-to-date introduction to Basel II * focus on capital allocation, Raroc, EVA, cost of capital and other value-creation metrics

Added: 09.05.2007ISBN: 0470029781Pages: 808Price: £ 33,99Lang.: English
Recommended
Foundations of Energy Risk
Foundations of Energy Risk Management: An Overview of the Energy Sector and Its Physical and Financial Markets (Wiley Finance)
Pages: 120
Price: £ 42,00
Lang.: English
GARP's Fundamentals of Energy Risk Management introduces investors to the basic components and some of the basic terminology used in the energy industry. It covers the commodity cycle, energy use and sources, a
The Crunch: The Scandal of
The Crunch: The Scandal of Northern Rock and the Escalating Credit Crisis
Pages: 320
Price: £ 10,79
Lang.: English
Alex Brummer traces the course of the recent financial crisis from its origins in the U.S. subprime market to its explosion onto the international scene, and reveals the potentially disastrous path down which w
Risk From the CEO and Boar
Risk From the CEO and Board Perspective: What All Managers Need to Know About Growth in a Turbulent World
Pages: 256
Price: £ 15,29
Lang.: English
This title tells what all managers need to know about growth in a turbulent world. Especially in these turbulent times, good risk management is about exploiting opportunities for growth while protecting value a
Search
book     author