Value at Risk and Bank Capital Management

Written By Francesco Saita
Value at Risk and Bank Capital Management
  • Publsiher : Academic Press
  • Release : 24 July 2021
  • ISBN : 9780123694669
  • Pages : 259 pages
  • Rating : /5 from reviews
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Download or read book entitled Value at Risk and Bank Capital Management by author: Francesco Saita which was release on 24 July 2021 and published by Academic Press with total page 259 pages . This book available in PDF, EPUB and Kindle Format. Bank capital management is a major concern for banking and finance today due to Basel II, a set of regulatory guidelines aimed at promoting greater consistency in the way bands and banking regulators approach risk management across national borders. The combination of discussions about sophisticated and cutting-edge risk measurement techniques and practical bank decision-making about capital management and allocation make this book unique.

Value at Risk and Bank Capital Management

Value at Risk and Bank Capital Management
  • Author : Francesco Saita
  • Publisher : Academic Press
  • Release Date : 2007
  • Total pages : 259
  • ISBN : 9780123694669
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Summary : Bank capital management is a major concern for banking and finance today due to Basel II, a set of regulatory guidelines aimed at promoting greater consistency in the way bands and banking regulators approach risk management across national borders. The combination of discussions about sophisticated and cutting-edge risk measurement techniques ...

Value at Risk and Bank Capital Management

Value at Risk and Bank Capital Management
  • Author : Francesco Saita
  • Publisher : Elsevier
  • Release Date : 2010-07-26
  • Total pages : 280
  • ISBN : 9780123694669
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Summary : Value at Risk and Bank Capital Management offers a unique combination of concise, expert academic analysis of the latest technical VaR measures and their applications, and the practical realities of bank decision making about capital management and capital allocation. The book contains concise, expert analysis of the latest technical VaR ...

The Value Management Handbook

The Value Management Handbook
  • Author : Thomas C. Wilson
  • Publisher : John Wiley & Sons
  • Release Date : 2015-04-13
  • Total pages : 704
  • ISBN : 9780123694669
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Summary : A value management framework designed specifically for banking and insurance The Value Management Handbook is a comprehensive, practical reference written specifically for bank and insurance valuation and value management. Spelling out how the finance and risk functions add value in their respective spheres, this book presents a framework for measuring – ...

Risk Management and Shareholders Value in Banking

Risk Management and Shareholders  Value in Banking
  • Author : Andrea Sironi,Andrea Resti
  • Publisher : John Wiley & Sons
  • Release Date : 2007-05-21
  • Total pages : 782
  • ISBN : 9780123694669
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Summary : This text covers all main aspects of risk management, capital management and value creation for financial institutions....

Concept of Value at Risk VaR

Concept of Value at Risk  VaR
  • Author : Fabian Kremer
  • Publisher : GRIN Verlag
  • Release Date : 2013-08-23
  • Total pages : 13
  • ISBN : 9780123694669
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Summary : Seminar paper from the year 2013 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 2,0, University of Hohenheim, language: English, abstract: How is it possible to manage or measure such a hard to defining term like „risk“? To solve this problem and giving stakeholders a tool to measure ...

Risk Management and Shareholders Value in Banking

Risk Management and Shareholders  Value in Banking
  • Author : Andrea Sironi,Andrea Resti
  • Publisher : John Wiley & Sons
  • Release Date : 2007-04-30
  • Total pages : 808
  • ISBN : 9780123694669
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Summary : 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 ...

Bank and Insurance Capital Management

Bank and Insurance Capital Management
  • Author : Frans de Weert
  • Publisher : John Wiley & Sons
  • Release Date : 2011-10-14
  • Total pages : 352
  • ISBN : 9780123694669
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Summary : In the aftermath of the financial crisis, capital management has become a critical factor in value creation for banks and other financial institutions. Although complex and subject to regulatory change, the strategic importance of capital management became apparent during the crisis and has moved the subject to the top of ...

Implementing Value at Risk

Implementing Value at Risk
  • Author : Philip Best
  • Publisher : John Wiley & Sons
  • Release Date : 2000-11-21
  • Total pages : 222
  • ISBN : 9780123694669
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Summary : Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the banking world and is now accepted as an essential tool in any risk manager's briefcase. Perhaps the greatest strength of VAR is ...

Value at Risk 3rd Ed

Value at Risk  3rd Ed
  • Author : Philippe Jorion
  • Publisher : McGraw Hill Professional
  • Release Date : 2006-11-09
  • Total pages : 600
  • ISBN : 9780123694669
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Summary : Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Third Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent years. Philippe Jorion provides the most current information needed to understand and ...

Risk Management

Risk Management
  • Author : Thomas Wolke
  • Publisher : Walter de Gruyter GmbH & Co KG
  • Release Date : 2017-09-25
  • Total pages : 378
  • ISBN : 9780123694669
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Summary : This book is the English edition of the German third edition, which has proven to be a standard work on the subject of risk management. The English edition extends the scope of use to the English-language bachelor's and master's degree courses in economics and for potential use (especially as a ...

Risk Value and Default

Risk  Value and Default
  • Author : Oliviero Roggi
  • Publisher : World Scientific
  • Release Date : 2015-07-30
  • Total pages : 168
  • ISBN : 9780123694669
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Summary : Scholars and practitioners have known for a long time that risk plays an important, indeed central, role in determining the appropriate discount rate to be used in a sophisticated valuation model. In today's world, however, the very risk of survival, especially for financial institutions, is essential to the health of ...

Credit Risk Measurement

Credit Risk Measurement
  • Author : Anthony Saunders,Linda Allen
  • Publisher : John Wiley & Sons
  • Release Date : 2002-10-06
  • Total pages : 336
  • ISBN : 9780123694669
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Summary : The most cutting-edge read on the pricing, modeling, and management of credit risk available The rise of credit risk measurement and the credit derivatives market started in the early 1990s and has grown ever since. For many professionals, understanding credit risk measurement as a discipline is now more important than ...

Value Added Risk Management in Financial Institutions

Value Added Risk Management in Financial Institutions
  • Author : David P. Belmont
  • Publisher : John Wiley & Sons Incorporated
  • Release Date : 2004-03-03
  • Total pages : 322
  • ISBN : 9780123694669
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Summary : The typical financial executive’s view of the value of risk management in their financial institution is based on the belief that risk management focuses on loss avoidance. This view is based on the history of risk management being control focused. However, risk management has evolved rapidly to address the ...

Bank Valuation and Value Based Management Deposit and Loan Pricing Performance Evaluation and Risk Management

Bank Valuation and Value Based Management  Deposit and Loan Pricing  Performance Evaluation  and Risk Management
  • Author : Jean Dermine
  • Publisher : McGraw Hill Professional
  • Release Date : 2009-09-01
  • Total pages : 432
  • ISBN : 9780123694669
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Summary : Bank Valuation & Value-Based Management provides bankers, bank regulators, auditors, and risk managers with foundational concepts and practical tools for effectively managing a bank. An expert in asset and liability management, European financial markets, and banking theory, Jean Dermine provides rigorous foundations to discuss asset and liability management at a global ...

The VaR Modeling Handbook Practical Applications in Alternative Investing Banking Insurance and Portfolio Management

The VaR Modeling Handbook  Practical Applications in Alternative Investing  Banking  Insurance  and Portfolio Management
  • Author : Greg N. Gregoriou
  • Publisher : McGraw Hill Professional
  • Release Date : 2010-02-22
  • Total pages : 416
  • ISBN : 9780123694669
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Summary : Value-at-Risk (VaR) is a powerful tool for assessing market risk in real time— a critical insight when making trading and hedging decisions. The VaR Modeling Handbook is the most complete, up-to-date reference on the subject for today’s savvy investors, traders, portfolio managers, and other asset and risk managers. Unlike ...