| Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making Contributor(s): Saita, Francesco (Author) |
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ISBN: 0123694663 ISBN-13: 9780123694669 Publisher: Academic Press OUR PRICE: $90.90 Product Type: Hardcover - Other Formats Published: February 2007 Annotation: Bank capital management is a major concern for banking and finance today due to Basel II, a set of regulatory guidelines aimed at promoting greater consistency in the way bands and banking regulators approach risk management across national borders. The combination of discussions about sophisticated and cutting-edge risk measurement techniques and practical bank decision-making about capital management and allocation make this book unique. |
| Additional Information |
| BISAC Categories: - Business & Economics | Finance - General - Business & Economics | Banks & Banking - Business & Economics | Investments & Securities - General |
| Dewey: 332.1 |
| Series: Academic Press Advanced Finance |
| Physical Information: 0.8" H x 7.48" W x 10.26" (1.71 lbs) 280 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |