| 000 | 01356cam a2200289 a 4500 | ||
|---|---|---|---|
| 001 | vtls000009037 | ||
| 003 | VRT | ||
| 005 | 20250102224630.0 | ||
| 008 | 100405s2007 maua |b 001 0 eng d | ||
| 010 | _a2007-275073 | ||
| 020 | _a9780123694669 (hbk.) | ||
| 020 | _a0123694663 (hbk.) | ||
| 035 | _a(OCoLC)ocn122928946 | ||
| 035 | _a14860570 | ||
| 039 | 9 |
_a201402040203 _bVLOAD _c201004051324 _dnoor _c201004050835 _dfbaitsaid _y201004050832 _zfbaitsaid |
|
| 050 | 0 | 0 |
_aHG1616 _b. S254 2007 |
| 100 | 1 |
_aSaita, Francesco. _944903 |
|
| 245 | 1 | 0 |
_aValue at risk and bank capital management / _cFrancesco Saita. |
| 260 |
_aAmsterdam ; _aBoston : _bElsevier Academic Press, _cc2007. |
||
| 300 |
_axvi, 259 p. : _bill. ; _c27 cm. |
||
| 440 | 0 |
_aAcademic Press advanced finance series _944904 |
|
| 504 | _aIncludes bibliographical references and index. | ||
| 505 | 0 | _aValue 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. | |
| 650 | 0 |
_aBank capital. _944905 |
|
| 650 | 0 |
_aBanks and banking _xRisk management. _944906 |
|
| 942 |
_2lcc _n0 _cBK |
||
| 999 |
_c20818 _d20818 |
||