Value at Risk and Bank Capital Management

Produk Detail:
  • Author : Francesco Saita
  • Publisher : Academic Press
  • Pages : 259 pages
  • ISBN : 9780123694669
  • Rating : /5 from reviews
CLICK HERE TO GET THIS BOOK >>>Value at Risk and Bank Capital Management

Download or Read online Value at Risk and Bank Capital Management full in PDF, ePub and kindle. this book written by Francesco Saita and published by Academic Press which was released on 16 June 2021 with total page 259 pages. We cannot guarantee that Value at Risk and Bank Capital Management book is available in the library, click Get Book button and read full online book in your kindle, tablet, IPAD, PC or mobile whenever and wherever You Like. 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 : Academic Press
  • Release : 16 June 2021
GET THIS BOOK 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.

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 BOOK Value 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

The Value Management Handbook

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

Concept of Value at Risk VaR

Concept of Value at Risk  VaR
  • Author : Fabian Kremer
  • Publisher : GRIN Verlag
  • Release : 23 August 2013
GET THIS BOOK Concept of Value at Risk VaR

Seminar paper from the year 2013 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 2,0, University of Hohenheim, language: English, abstract: How is it possible to manage or measure such a hard to defining term like „risk“? To solve this problem and giving stakeholders a tool to measure their individual risk or to compare it, an empirical risk measurer called „Value at Risk“ is used in practice. The main task of this work is to introduce the concept

Value at Risk 3rd Ed

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

Risk Management in Banking

Risk Management in Banking
  • Author : Joël Bessis
  • Publisher : John Wiley & Sons
  • Release : 29 June 2015
GET THIS BOOK Risk Management in Banking

The seminal guide to risk management, streamlined and updated Risk Management in Banking is a comprehensive reference for the risk management industry, covering all aspects of the field. Now in its fourth edition, this useful guide has been updated with the latest information on ALM, Basel 3, derivatives, liquidity analysis, market risk, structured products, credit risk, securitizations, and more. The new companion website features slides, worked examples, a solutions manual, and the new streamlined, modular approach allows readers to easily find

Implementing Value at Risk

Implementing Value at Risk
  • Author : Philip Best
  • Publisher : John Wiley & Sons
  • Release : 21 November 2000
GET THIS BOOK Implementing Value at Risk

Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the banking world and is now accepted as an essential tool in any risk manager's briefcase. Perhaps the greatest strength of VAR is that it can cope with virtually all financial products, from simple securities through to complex exotic derivatives. This allows the risk taken, across diverse trading activities, to be compared. This

The VaR Modeling Handbook Practical Applications in Alternative Investing Banking Insurance and Portfolio Management

The VaR Modeling Handbook  Practical Applications in Alternative Investing  Banking  Insurance  and Portfolio Management
  • Author : Greg N. Gregoriou
  • Publisher : McGraw Hill Professional
  • Release : 22 February 2010
GET THIS BOOK The VaR Modeling Handbook Practical Applications in Alternative Investing Banking Insurance and Portfolio Management

Value-at-Risk (VaR) is a powerful tool for assessing market risk in real time— a critical insight when making trading and hedging decisions. The VaR Modeling Handbook is the most complete, up-to-date reference on the subject for today’s savvy investors, traders, portfolio managers, and other asset and risk managers. Unlike market risk metrics such as the Greeks, or beta, which are applicable to only certain asset categories and sources of market risk, VaR is applicable to all liquid assets, making

Bank and Insurance Capital Management

Bank and Insurance Capital Management
  • Author : Frans de Weert
  • Publisher : John Wiley & Sons
  • Release : 14 October 2011
GET THIS BOOK Bank and Insurance Capital Management

In the aftermath of the financial crisis, capital management has become a critical factor in value creation for banks and other financial institutions. Although complex and subject to regulatory change, the strategic importance of capital management became apparent during the crisis and has moved the subject to the top of corporate agendas. Bank and Insurance Capital Management is an essential guide to help banks and insurance companies understand and manage their capital position. Bridging the gap between theory and practice,

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 BOOK Risk 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:

Credit Risk Measurement

Credit Risk Measurement
  • Author : Anthony Saunders,Linda Allen
  • Publisher : John Wiley & Sons
  • Release : 06 October 2002
GET THIS BOOK Credit Risk Measurement

The most cutting-edge read on the pricing, modeling, and management of credit risk available The rise of credit risk measurement and the credit derivatives market started in the early 1990s and has grown ever since. For many professionals, understanding credit risk measurement as a discipline is now more important than ever. Credit Risk Measurement, Second Edition has been fully revised to reflect the latest thinking on credit risk measurement and to provide credit risk professionals with a solid understanding of

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Bank Valuation and Value Based Management  Deposit and Loan Pricing  Performance Evaluation  and Risk Management
  • Author : Jean Dermine
  • Publisher : McGraw Hill Professional
  • Release : 01 September 2009
GET THIS BOOK Bank Valuation and Value Based Management Deposit and Loan Pricing Performance Evaluation and Risk Management

Bank Valuation & Value-Based Management provides bankers, bank regulators, auditors, and risk managers with foundational concepts and practical tools for effectively managing a bank. An expert in asset and liability management, European financial markets, and banking theory, Jean Dermine provides rigorous foundations to discuss asset and liability management at a global level, with an integrated focus on an institution’s banking book. He covers bank valuation, fund transfer pricing, deposit and loan pricing, risk management, and performance measurement, and addresses two

Risk Management and Capital Adequacy

Risk Management and Capital Adequacy
  • Author : Reto Gallati
  • Publisher : McGraw Hill Professional
  • Release : 22 March 2003
GET THIS BOOK Risk Management and Capital Adequacy

Under the new Basle Guidelines, all financial institutions subject to local banking laws will soon be required to operate under dramatically different risk exposure rules. Risk Management and Capital Adequacy provides details on the key risk approaches under these new guidelines and is the first book to analyze if and how they can be integrated. From conceptual frameworks to analyses of models and approaches, it provides a solid reference source for the information that everyone in risk management will soon