Value at risk and bank capital management [electronic resource] / Francesco Saita.

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Bibliographic Details
Main Author: Saita, Francesco
Language:English
Published: Amsterdam ; Boston : Elsevier Academic Press, c2007.
Subjects:
Bank capital.
Banks and banking > Risk management.
Online Access:
ProQuest Ebook Central - Academic Complete: 2007 (Ebook Central @ Proquest)
EBSCO eBooks: 2007 (EBSCO)
eBook Academic Collection (EBSCOhost) – North America: 2007 (EBSCO)
Variant Title:
Risk adjusted performances, capital management and capital allocation decision making
Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making
Format: Electronic eBook
Contents:
  • Value at risk, capital management, and capital allocation
  • What is 'capital' management?
  • Market risk
  • Credit risk
  • Operational risk and business risk
  • Risk capital aggregation
  • Value at risk and risk control for market and credit risk
  • Risk-adjusted performance measurement
  • Risk-adjusted performance targets, capital allocation, and the budgeting process.