Value at risk and bank capital management / Francesco Saita.
Material type:
TextSeries: Academic Press advanced finance seriesPublication details: Amsterdam ; Boston : Elsevier Academic Press, c2007.Description: xvi, 259 p. : ill. ; 27 cmISBN: - 9780123694669 (hbk.)
- 0123694663 (hbk.)
- HG1616 . S254 2007
| Item type | Current library | Call number | Copy number | Status | Barcode | |
|---|---|---|---|---|---|---|
| Books | Library First Floor | HG1616 . S254 2007 (Browse shelf(Opens below)) | 1 | Available | 14465 |
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Includes bibliographical references and index.
Value at risk, capital management, and capital allocation -- What is 'capital' management? -- Market risk -- Credit risk -- Operational risk and business risk -- Risk capital aggregation -- Value at risk and risk control for market and credit risk -- Risk-adjusted performance measurement -- Risk-adjusted performance targets, capital allocation, and the budgeting process.
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