9780470029787 - Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies di Sironi, Andrea; Resti, Andrea (28 risultati)

Hardcover. Condizione: Very Good. 1st Edition. hardcover with no dust jacket.

Condizione: Good. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Condizione: Very Good. Former library copy. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Condizione: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Hardback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

Condizione: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains pen, pencil & highlighter markings. In poor condition, suitable as a reading copy. Dust jacket in good condition. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1550grams, ISBN:9780470029787.

Condizione: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains pencil markings. In poor condition, suitable as a reading copy. Dust jacket in good condition. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1550grams, ISBN:9780470029787.

Hardcover. Condizione: Used; Very Good. **SHIPPED FROM UK** We believe you will be completely satisfied with our quick and reliable service. All orders are dispatched as swiftly as possible! Buy with confidence! Greener Books.

HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Condizione: As New. Unread book in perfect condition.

Condizione: New.

copertina morbida. Condizione: buone. 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&nbsp.

Condizione: New. In.

Condizione: new.

Condizione: New.

Condizione: As New. Unread book in perfect condition.

Condizione: New. pp. 808.

Condizione: New. Risk Management and Shareholders' Value in Banking covers all main aspects of risk management, capital management and value creation for financial institutions; it is structured in six parts. Part One covers the measurement and management of the interest rate risk on all assets and liabilities of a banking institution. Series: Wiley Finance Series. Num Pages: 808 pages, Illustrations. BIC Classification: KFFK; KJMD. Category: (P) Professional & Vocational. Dimension: 252 x 177 x 49. Weight in Grams: 1482. . 2007. 2nd Edition. Hardcover. . . . .

hardcover. Condizione: New. In shrink wrap. Looks like an interesting title!

Condizione: New. Risk Management and Shareholders' Value in Banking covers all main aspects of risk management, capital management and value creation for financial institutions; it is structured in six parts. Part One covers the measurement and management of the interest rate risk on all assets and liabilities of a banking institution. Series: Wiley Finance Series. Num Pages: 808 pages, Illustrations. BIC Classification: KFFK; KJMD. Category: (P) Professional & Vocational. Dimension: 252 x 177 x 49. Weight in Grams: 1482. . 2007. 2nd Edition. Hardcover. . . . . Books ship from the US and Ireland.

Condizione: New. pp. 808.

Condizione: Gut. Zustand: Gut | Seiten: 816 | Sprache: Englisch | Produktart: Bücher | Risk management and shareholders' value in bankingFrom Risk Measurement Models to Capital Allocation Policies 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 with special emphasis on Basel II, its economic foundations and managerial implications. PartVI 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 coverage of: Value at Risk, Monte Carlo models, Creditrisk+ and Creditmetrics formulae for risk-adjusted loan pricing and risk-adjusted performance measurement extensive, hands-on Excel examples are provided on the companion website [LINK ENTFERNT] a complete, up-to-date introduction to Basel II focus on capital allocation, Raroc, EVA, cost of capital and other value-creation metrics.

Gebunden. Condizione: New. 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 .

Hardcover. Condizione: Brand New. 1st edition. 808 pages. 10.00x7.00x1.75 inches. In Stock.

Buch. Condizione: Neu. Neuware - 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 provided in the enclosed CD\* a complete, up-to-date introduction to Basel II\* focus on capital allocation, Raroc, EVA, cost of capital and other value-creation metrics.

Hardcover. Condizione: new. Hardcover. 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 * a complete, up-to-date introduction to Basel II * focus on capital allocation, Raroc, EVA, cost of capital and other value-creation metrics Risk Management and Shareholders' Value in Banking covers all main aspects of risk management, capital management and value creation for financial institutions; it is structured in six parts. Part One covers the measurement and management of the interest rate risk on all assets and liabilities of a banking institution. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Hardcover. Condizione: Brand New. 1st edition. 808 pages. 10.00x7.00x1.75 inches. In Stock. This item is printed on demand.

Hardcover. Condizione: new. Hardcover. 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 * a complete, up-to-date introduction to Basel II * focus on capital allocation, Raroc, EVA, cost of capital and other value-creation metrics Risk Management and Shareholders' Value in Banking covers all main aspects of risk management, capital management and value creation for financial institutions; it is structured in six parts. Part One covers the measurement and management of the interest rate risk on all assets and liabilities of a banking institution. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.