Risk Management And Shareholders Value In Banking From Risk 0470029781 pdf (0470029781)

Like Book123?! Give us +1

Author: Andrea Sironi (Author), Andrea Resti (Author)
Publisher: Wiley
ISBN: 0470029781
Pages: 808

Product Details

Hardcover: 808 pages
Publisher: Wiley (June 4, 2007)
Language: English
ISBN-10: 0470029781
ISBN-13: 978-0470029787

Product Description

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. Risk Management and Shareholders' Value in Banking includes:

* Value at Risk, Monte Carlo models, Creditrisk+, Creditmetrics and much more

* formulae for risk-adjusted loan pricing and risk-adjusted performance measurement

* extensive, hands-on Excel examples are provided on the companion website www.wiley.com/go/rmsv

* a complete, up-to-date introduction to Basel II

* focus on capital allocation, Raroc, EVA, cost of capital and other value-creation metrics

Buy Book at Lowest Price on Amazon

Rating:
2.5 out of 5 by Book123

Download Links
Server	Status
Direct Download Link 1	Alive
Direct Download Link 2	Alive
Download Link (Download Link 1)	Alive
Buy This Book at Best Price >>

Like this article?! Give us +1:

	Business/Investing Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Francesco Saita, "Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making (Academic Press Advanced Finance Series)"Academic Press \| 2007-02-09 \| ISBN: 0123694663 \| 280 ...
	Business/Investing Risk Management and Shareholders' Value in Banking: From Risk Measurement Models Andrea Sironi, Andrea Resti, "Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (The Wiley Finance"Publisher: Wiley \| 2007 \| ISBN 0470029781 \| PDF \| 808 pages \| 6.38 MBThis book ...
	Internal Credit Risk Models: Capital Allocation and Performance Measurement 372 pages \| Dec 12, 2000 \|ISBN:1899332030 \| PDF \| 6 Mb Product Description:The authoritative guide on internal credit risk measurement and management for financial institutions.With unequalled conviction, Ong shows how an internal ...
	Technical Internal Credit Risk Models : Capital Allocation and Performance Measurement Internal Credit Risk Models : Capital Allocation and Performance Measurement . .Internal Credit Risk Models : Capital Allocation and Performance Measurement . .Internal Credit Risk Models : Capital Allocation and Performance Measurement . ...
	Alternative Risk Transfer: Integrated Risk Management through Insurance, Reinsurance, and the Capital Markets (The Wiley Finance Series) Author: Erik BanksPublisher: Wiley (2004)Binding: Hardcover, 238 pagespricer: $125.00ISBN-10: 0470857455editorialreviewsThe Alternative Risk Transfer (ART) market has expanded in recent years to become a vital source of risk solutions and r ...
	Analyzing Banking Risk: A Framework for Assessing Corporate Governance and Financial Risk Management (World Bank Monograph Series) Author: Hennie Van GreuningPublisher: Oxford University Press, USA (2000)Binding: Hardcover, 308 pagespricer: $100.00ISBN-10: 082134417XeditorialreviewsAnalyzing Banking Risk provides a framework for the identification and allocation of tas ...

Share this page with your friends now!
Text link
Forum (BBCode)
Website (HTML)	' readonly />

DISCLAIMER:

This site does not store Economics/Finances Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies on its server. We only index and link to Economics/Finances Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies provided by other sites. Please contact the content providers to delete Economics/Finances Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies if any and email us, we'll remove relevant links or contents immediately.

Book123

Categories

Share With Friends

Archive by Date

Search Tag

Newest

Useful Links

Economics/Finances Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies

Product Details

Related Articles

DISCLAIMER:

Comments (0) All