Value at risk and bank capital management / Francesco Saita.

By:

Saita, Francesco

Material type: Text

TextSeries: Academic Press advanced finance seriesPublication details: Amsterdam ; Boston : Elsevier Academic Press, c2007.Description: xvi, 259 p. : ill. ; 27 cmISBN:

9780123694669 (hbk.)
0123694663 (hbk.)

Subject(s):

LOC classification:

HG1616 . S254 2007

Contents:

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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Holdings
Item type	Current library	Call number	Copy number	Status	Barcode
Books	Library First Floor	HG1616 . S254 2007 (Browse shelf(Opens below))	1	Available	14465

Includes bibliographical references and index.

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Value at risk and bank capital management / Francesco Saita.

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