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Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital
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Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making Hardcover - 2007 - 1st Edition

by Francesco Saita

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.


From the publisher

Includes bibliographical references (p. 245-253) and index

Details

  • Title Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making
  • Author Francesco Saita
  • Binding Hardcover
  • Edition number 1st
  • Edition 1
  • Pages 280
  • Volumes 1
  • Language ENG
  • Publisher Academic Press, London
  • Date February 9, 2007
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index, Table of Contents
  • ISBN 9780123694669 / 0123694663
  • Weight 1.71 lbs (0.78 kg)
  • Dimensions 10.26 x 7.48 x 0.8 in (26.06 x 19.00 x 2.03 cm)
  • Library of Congress subjects Bank capital, Banks and banking - Risk management
  • Dewey Decimal Code 332.1
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Value at Risk and Bank Capital Management
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Value at Risk and Bank Capital Management

by Saita, F.

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Value at Risk and Bank Capital Management
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Value at Risk and Bank Capital Management

by Saita, F.

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Elsevier, 2007. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,850grams, ISBN:9780123694669
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Value at Risk and Bank Capital Management
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Value at Risk and Bank Capital Management

by Saita, F.

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Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and...
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Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making (Academic Press Advanced Finance Series)

by Saita, Francesco

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Elsevier, 2007. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,850grams, ISBN:9780123694669
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Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and...
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Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making (Academic Press Advanced Finance)

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Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making (Academic Press Advanced Finance)

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Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making (Academic Press Advanced ... (Academic Press Advanced Finance Series)

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Academic Pr, 2007. Hardcover. New. illustrated edition. 280 pages. 10.25x7.25x0.75 inches.
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Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and...

Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making

by Francesco Saita

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ISBN 10 / ISBN 13
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Hardback. New. Argues that even though risk measurement techniques have greatly improved for market, credit and operational risk, capital management and capital allocation decisions are far from becoming purely technical and mechanical. This book contains analysis of technical VaR measures.
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Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and...
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Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making (Academic Press Advanced Finance)

by Saita, Francesco

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ISBN 10 / ISBN 13
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