Cantitate/Preț
Produs

Risk Management and Shareholders′ Value in Banking – From Risk Measurement Models to Capital Allocation Policies

Autor A Resti
en Limba Engleză Hardback – 4 apr 2007
This book presents an integrated framework for risk measurement, capital management and value creation in banks. Moving from the measurement of the risks facing a bank, it defines criteria and rules to support a corporate policy aimed at maximizing shareholders' value. Parts I - IV discuss different risk types (including interest rate, market, credit and operational risk) and how to assess the amount of capital they absorb by means of up-to-date, robust risk-measurement models. Part V surveys regulatory capital requirements: a special emphasis is given to the Basel II accord, discussing its economic foundations and managerial implications. Part VI presents models and techniques to calibrate the amount of economic capital at risk needed by the bank, to fine-tune its composition, to allocate it to risk-taking units, to estimate the "fair" return expected by shareholders, to monitor the value creation process. Risk Management and Shareholders' Value in Banking includes: * Value at Risk, Monte Carlo models, Creditrisk+, Creditmetrics and much more * formulae for risk-adjusted loan pricing and risk-adjusted performance measurement * extensive, hands-on Excel examples provided in the enclosed CD * a complete, up-to-date introduction to Basel II * focus on capital allocation, Raroc, EVA, cost of capital and other value-creation metrics
Citește tot Restrânge

Preț: 38186 lei

Preț vechi: 54959 lei
-31%

Puncte Express: 573

Preț estimativ în valută:
7316 7925$ 6274£

Carte indisponibilă temporar

Doresc să fiu notificat când acest titlu va fi disponibil:

Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9780470029787
ISBN-10: 0470029781
Pagini: 808
Dimensiuni: 170 x 244 x 46 mm
Greutate: 1.4 kg
Editura: Wiley
Locul publicării:Chichester, United Kingdom

Public țintă

Bankers, Financial professionals, senior and junior consultants, risk professionals, anyone interested in risk management.  

Descriere

Risk Management and Shareholders' Value in Banking covers all main aspects of risk management, capital management and value creation for financial institutions; it is structured in six parts. Part One covers the measurement and management of the interest rate risk on all assets and liabilities of a banking institution.