TY  - BOOK
AU  - Saita,Francesco
TI  - Value at risk and bank capital management
SN  - 9780123694669 (hbk.)
AV  - HG1616 . S254 2007
PY  - 2007///
CY  - Amsterdam, Boston
PB  - Elsevier Academic Press
KW  - Bank capital
KW  - Banks and banking
KW  - Risk management
N1  - 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
ER  -