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

Saita, Francesco

Rilegato

ISBN 10: 0123694663 ISBN 13: 9780123694669

Casa editrice: Academic Pr, 2007

Riassunto

Value at Risk and Bank Capital Management offers a unique combination of concise, expert academic analysis of the latest technical VaR measures and their applications, and the practical realities of bank decision making about capital management and capital allocation.

The book contains concise, expert analysis of the latest technical VaR measures but without the highly mathematical component of other books. It discusses practical applications of these measures in the real world of banking, focusing on effective decision making for capital management and allocation.

The author, Francesco Saita, is based at Bocconi University in Milan, Italy, one of the foremost institutions for banking in Europe. He provides readers with his extensive academic and theoretical expertise combined with his practical and real-world understanding of bank structure, organizational constraints, and decision-making processes.

This book is recommended for graduate students in master's or Ph.D. programs in finance/banking and bankers and risk managers involved in capital allocation and portfolio management.

• Contains concise, expert analysis of the latest technical VaR measures but without the highly mathematical component of other books
• Discusses practical applications of these measures in the real world of banking, focusing on effective decision making for capital management and allocation
• Author is based at Bocconi University in Milan, Italy, one of the foremost institutions for banking in Europe

Su questo libro

Recensione:

"This book does a great service by presenting the measurement of market risk and credit risk in one well-structured book. Aggregation methodology is also presented in detail. The inclusion of real-life examples is also a great benefit to the reader." --Chris Matten, Partner, Financial Services Industry Practice, PricewaterhouseCoopers

Product Description:

Book by Saita Francesco

Su questa edizione

• Editore: Academic Pr
• Data di pubblicazione: 2007
• ISBN 10: 0123694663
• ISBN 13: 9780123694669
• Rilegatura: Copertina rigida
• Numero edizione: 1
• Numero di pagine: 259