[share_ebook] Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies
Author: Andrea Sironi (Author), Andrea Resti (Author)
ISBN: 0470029781
Pages: 808
Language: English
Publisher: Wiley
Category: Business
Tag: Economics and Finances
<< Buy This Book on Amazon >>
233 views since 2009-04-15, by xokanilt.
Description
Product Details
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
Free register and download UseNet downloader, then you can free download ebooks from UseNet.Free Download " Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies" from Usenet!
Disclaimer:
Contents of this page are indexed from the Internet. All actions are under your responsability. Email us to report illegal contents or external links and we'll remove them immediately.
Search More...
[share_ebook] Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation PoliciesLinks
Free Trade Magazine Subscriptions & Technical Document DownloadsSearch and Buy
<< Search and Buy This Book on Amazon >>
How to download:Free register to download UseNet downloader and install, then search book title and start downloading. UseNet is clean and can be unstalled totally. Enjoy!
Free Download " Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies" from Usenet!
Download Link 2
How to Download
You may need eMule or Bittorrent to download ebook torrents or emule links.
Report Dead Link
Please leave a comment to report dead links, so that someone else may update new links.
Related Books
- Ebooks list page : 2666
- Risk Management and Shareholders' Value in Banking: From Risk Measurement Models
- [share_ebook] Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation
- [request_ebook] Internal Credit Risk Models : Capital Allocation and Performance Measurement
- Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation
- Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation
- [share_ebook] Risk Management in Banking, 2nd Edition
- Analyzing and Managing Banking Risk: A Framework for Assessing Corporate Governance and Financial Risk
- Risk Management in Banking
- [share_ebook] Risk and Asset Allocation
- [share_ebook] Understanding Risk: The Theory and Practice of Financial Risk Management
- [share_ebook] Strategic Risk Taking: A Framework for Risk Management
- [share_ebook] Integrated Risk Management: Techniques and Strategies for Managing Corporate Risk
- [request_ebook] Climate Risk and the Weather Market: Financial Risk Management with Weather Hedges
- Peter Grundlke - Integrated Market and Credit Portfolio Models: Risk Measurement and Computational Aspects
- Risk Management and Capital Adequacy
Comments
Add Your Comments
- Download links and password may be in the description section, read description carefully!
- Do a search to find mirrors if no download links or dead links.
