Saita, Francesco. <br/><br/>
Value at risk and bank capital management / 
Francesco Saita. 
 - Amsterdam ;  Boston :  Elsevier Academic Press,  c2007. 
 - xvi, 259 p. :  ill. ;  27 cm. 
 - Academic Press advanced finance series .
<br/><br/>Includes bibliographical references and index. 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>9780123694669 (hbk.) 0123694663 (hbk.) 
<br/><br/><label>LCCN: </label>2007-275073 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Bank capital.<br/>Banks and banking--Risk management.
<br/><br/><label>LC Class. No.: </label>HG1616  / . S254 2007