Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies

Valutazione media 3
( su 1 valutazioni fornite da Goodreads )
 
9780470029787: Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies
Vedi tutte le copie di questo ISBN:
 
 

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

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

L'autore:

ANDREA RESTI, formerly an officer at one of Italy’s largest banks, has worked on Basel II issues for the Centre for European Policy Studies (Brussels). A consultant to several major banks, as well as to the Bank of Italy, he has held courses on credit risk for GARP and PRMIA.

ANDREA SIRONI, formerly with Chase Manhattan Bank in London, has been a visiting scholar at the Stern School of Business (NYU) and at the Federal Reserve Board of Governors (Washington). He is currently Dean for International Affairs at Bocconi University (Milan) and a member of the Fitch Academic Advisory Board. .

The authors are both professors of Financial Markets and Institutions at Bocconi and have been teaching banking and finance for more than 15 years. Their publications comprise many articles in major international academic journals, as well as several risk management and banking textbooks, including a best-selling title on recovery risk

Dalla seconda/terza di copertina:

"I believe that this is the most comprehensive and instructive risk management book available today." - Edward I. Altman, Max L. Heine Professor of Finance, NYU Stern School of Business

"This book sets out to fill a gap in the existing literature, providing a balanced treatment of quantitative methods of measuring key financial quantitative methods of measuring key financial risks, an up-to-date presentation of the regulatory framework and capital management issues at a technical level that is suitable yet does not overburden the reader." - Klaus Duellmann, Senior Economist, Deutsche Bundesbank

"Andrea Sironi and Andrea Resti have written a very thoughtful book on the fundamental pillars of risk management, ranging from all aspects of asset and liability management to market risk, credit risk, and operational risk. The book develops particular emphasis on risk measurement, capital management, and value creation in banks and financial institutions on a sound and integrated framework. the presentation in the book is logical, systematic, and coherent. This makes the book very readable and accessible to a wide range of audience. More importantly, the book is pitched at a technical level that makes it readily accessible as a textbook or a book for self-study, something that is very lacking now in the financial industry. I have very high expectation for this book. Congratulations." - Michael K. Ong, Professor of Finance, Stuart School of Business, Illinois Institute of Technology

"Professors Sironi and Resti have both done a great job in making risk measurement and capital management concepts and techniques within the financial industry truly accessible. this book leads the reader patiently from the building blocks of risk measurement to the complex task of optimizing the use of capital by financial intermediaries, taking into account both the maximization of shareholders' value and the constraints imposed by prudential regulations." - Giovanni Carosio, Deputy Director General Banca D'Italia

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Altre edizioni note dello stesso titolo

9780470029794: Risk Management and Shareholders' Value in Banking

Edizione in evidenza

ISBN 10:  047002979X ISBN 13:  9780470029794
Casa editrice: John Wiley and Sons Ltd
Brossura

I migliori risultati di ricerca su AbeBooks

1.

Sironi, Andrea; Resti, Andrea
Editore: Wiley
ISBN 10: 0470029781 ISBN 13: 9780470029787
Nuovo Rilegato Quantità: 1
Da
BestPrice4YouAlways
(Los Angeles, CA, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Wiley. Hardcover. Condizione: New. 0470029781 RECEIVE in 2-4 DAYS! SAME DAY SHIPPING ! NEW BOOK. Satisfaction guaranteed! @. Codice articolo SKU1036658

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 35,87
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 28,32
Da: U.S.A. a: Italia
Destinazione, tempi e costi

2.

Andrea Sironi (author), Andrea Resti (author)
Editore: Wiley 2007-04-04, Chichester (2007)
ISBN 10: 0470029781 ISBN 13: 9780470029787
Nuovo Rilegato Quantità: > 20
Da
Blackwell's
(Oxford, OX, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Wiley 2007-04-04, Chichester, 2007. hardback. Condizione: New. Codice articolo 9780470029787

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 61,85
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 4,50
Da: Regno Unito a: Italia
Destinazione, tempi e costi

3.

Andrea Sironi; Andrea Resti
Editore: Wiley (2007)
ISBN 10: 0470029781 ISBN 13: 9780470029787
Nuovo Rilegato Quantità: 1
Da
Irish Booksellers
(Portland, ME, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Wiley, 2007. Condizione: New. book. Codice articolo M0470029781

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 64,28
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 4,98
Da: U.S.A. a: Italia
Destinazione, tempi e costi

4.

Andrea Sironi, Andrea Resti
Editore: John Wiley and Sons Ltd, United Kingdom (2007)
ISBN 10: 0470029781 ISBN 13: 9780470029787
Nuovo Rilegato Prima edizione Quantità: 10
Da
The Book Depository
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2007. Hardback. Condizione: New. 1. Auflage. Language: English . Brand New Book. 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: â Value at Risk, Monte Carlo models, Creditrisk+, Creditmetrics and much more â formulae for risk-adjusted loan pricing and risk-adjusted performance measurement â extensive, hands-on Excel examples are provided on the companion website â a complete, up-to-date introduction to Basel II â focus on capital allocation, Raroc, EVA, cost of capital and other value-creation metrics. Codice articolo AAH9780470029787

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 70,65
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 0,56
Da: Regno Unito a: Italia
Destinazione, tempi e costi

5.

Andrea Sironi, Andrea Resti
Editore: John Wiley and Sons Ltd, United Kingdom (2007)
ISBN 10: 0470029781 ISBN 13: 9780470029787
Nuovo Rilegato Prima edizione Quantità: 10
Da
Book Depository International
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2007. Hardback. Condizione: New. 1. Auflage. Language: English . Brand New Book. 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: â Value at Risk, Monte Carlo models, Creditrisk+, Creditmetrics and much more â formulae for risk-adjusted loan pricing and risk-adjusted performance measurement â extensive, hands-on Excel examples are provided on the companion website â a complete, up-to-date introduction to Basel II â focus on capital allocation, Raroc, EVA, cost of capital and other value-creation metrics. Codice articolo AAH9780470029787

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 71,32
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 0,57
Da: Regno Unito a: Italia
Destinazione, tempi e costi

6.

Andrea Sironi
Editore: John Wiley and Sons Ltd
ISBN 10: 0470029781 ISBN 13: 9780470029787
Nuovo Rilegato Quantità: > 20
Da
THE SAINT BOOKSTORE
(Southport, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd. Hardback. Condizione: New. New copy - Usually dispatched within 2 working days. Codice articolo B9780470029787

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 65,57
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 6,69
Da: Regno Unito a: Italia
Destinazione, tempi e costi

7.

Resti
Editore: John Wiley & Sons (2016)
ISBN 10: 0470029781 ISBN 13: 9780470029787
Nuovo Paperback Quantità: 1
Print on Demand
Da
Ria Christie Collections
(Uxbridge, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley & Sons, 2016. Paperback. Condizione: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Codice articolo ria9780470029787_lsuk

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 72,56
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 4,95
Da: Regno Unito a: Italia
Destinazione, tempi e costi

8.

Sironi, Andrea
Editore: John Wiley and#38; Sons (2007)
ISBN 10: 0470029781 ISBN 13: 9780470029787
Nuovo Quantità: > 20
Da
Books2Anywhere
(Fairford, GLOS, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and#38; Sons, 2007. HRD. Condizione: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice articolo FW-9780470029787

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 67,05
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 11,25
Da: Regno Unito a: Italia
Destinazione, tempi e costi

9.

ANDREA SIRONI
ISBN 10: 0470029781 ISBN 13: 9780470029787
Nuovo Rilegato Quantità: 1
Da
Herb Tandree Philosophy Books
(Stroud, GLOS, Regno Unito)
Valutazione libreria
[?]

Descrizione libro 2007. Hardback. Condizione: NEW. 9780470029787 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. For all enquiries, please contact Herb Tandree Philosophy Books directly - customer service is our primary goal. Codice articolo HTANDREE0766066

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 82,80
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 8,97
Da: Regno Unito a: Italia
Destinazione, tempi e costi

10.

Sironi, Andrea
Editore: John Wiley and#38; Sons (2007)
ISBN 10: 0470029781 ISBN 13: 9780470029787
Nuovo Quantità: > 20
Print on Demand
Da
Pbshop
(Wood Dale, IL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro John Wiley and#38; Sons, 2007. HRD. Condizione: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice articolo IQ-9780470029787

Informazioni sul venditore | Contattare il venditore

Compra nuovo
EUR 91,33
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 9,87
Da: U.S.A. a: Italia
Destinazione, tempi e costi

Vedi altre copie di questo libro

Vedi tutti i risultati per questo libro