Value at Risk and Bank Capital Management

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  • Author : Francesco Saita
  • Publisher : Elsevier
  • Pages : 280 pages
  • ISBN : 9780080471068
  • Rating : 5/5 from 1 reviews
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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 Elsevier which was released on 26 July 2010 with total page 280 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. 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

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

Value and Capital Management

Value and Capital Management
  • Author : Thomas C. Wilson
  • Publisher : John Wiley & Sons
  • Release : 31 August 2015
GET THIS BOOK Value and Capital Management

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

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

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:

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,

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 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

Implementing Value at Risk

Implementing Value at Risk
  • Author : Anonim
  • Publisher : Unknown
  • Release : 23 March 2023
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

Managing Bank Capital

Managing Bank Capital
  • Author : Chris Matten
  • Publisher : Wiley
  • Release : 08 June 2000
GET THIS BOOK Managing Bank Capital

Managing Bank Capital explains proven techniques available in the management of bank capital that will help maximize shareholder value. This second edition has been fully updated to incorporate significant developments, such as the modeling of credit risk, and includes new sections with more technical information and advanced analysis.

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

Modern Credit Risk Management

Modern Credit Risk Management
  • Author : Panayiota Koulafetis
  • Publisher : Springer
  • Release : 08 February 2017
GET THIS BOOK Modern Credit Risk Management

This book is a practical guide to the latest risk management tools and techniques applied in the market to assess and manage credit risks at bank, sovereign, corporate and structured finance level. It strongly advocates the importance of sound credit risk management and how this can be achieved with prudent origination, credit risk policies, approval process, setting of meaningful limits and underwriting criteria. The book discusses the various quantitative techniques used to assess and manage credit risk, including methods to

Bank Valuation and Value Based Management Deposit and Loan Pricing Performance Evaluation and Risk Management

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

The Fundamentals of Risk Measurement

The Fundamentals of Risk Measurement
  • Author : Christopher Marrison
  • Publisher : McGraw Hill Professional
  • Release : 27 June 2002
GET THIS BOOK The Fundamentals of Risk Measurement

TABLE OF CONTENTS Chapter 1: The Basics of Risk Management This chapter introduces how banks work. It describes how they make money, how they often lose money, and how they try to manage their losses. It includes thirteen short case studies showing how banks have lost money. Chapter 2: Risk Measurement at the Corporate Level: Economic Capital and RAROC Chapter Two discusses the meaning of capital and how the risks that a bank faces are related to the amount of capital that

The Risk of Investment Products

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