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Value at risk and bank capital management [electronic resource]
- 作者： Saita, Francesco.
- 其他作者：
- 其他題名：
- Risk adjusted performances, capital management and capital allocation decision making
- 出版： Amsterdam ;Boston : Elsevier Academic Press
- 叢書名： Academic Press advanced finance series
- 主題： Bank capital. , Banks and banking--Risk management. , Risk management , Banken (financiele instellingen) , Electronic books.
- ISBN： 9780123694669 (paper) 、 0123694663 (paper)
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FIND@SFXID:
CGU
- 資料類型: 電子書
- 內容註: Includes bibliographical references and index. 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.
- 摘要註: While the highly technical measurement techniques and methodologies of Value at Risk have attracted huge interest, much less attention has been focused on how Value at Risk and the risk-adjusted performance measures such as RAROC or economic profit/EVA can be effectively used to improve a bank's decision making processes. Academic books are typically concerned primarily with measurement techniques, and devote only a small section to describing the applications, usually without discussing the problems that changing organizational processes in banks may have on business units' behaviour. Practitioners
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讀者標籤：
- 系統號： 005036946 | 機讀編目格式
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