Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies by Andrea Sironi, Andrea Resti
Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies by Andrea Sironi, Andrea Resti PDF, ePub eBook D0wnl0ad
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 are provided on the companion website www.wiley.com/go/rmsv
* a complete, up-to-date introduction to Basel II
* focus on capital allocation, Raroc, EVA, cost of capital and other value-creation metrics
From reader reviews:
Kathie Richmond:
Throughout other case, little folks like to read book Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies. You can choose the best book if you like reading a book. As long as we know about how is important some sort of book Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies. You can add understanding and of course you can around the world by the book. Absolutely right, due to the fact from book you can understand everything! From your country right up until foreign or abroad you will find yourself known. About simple thing until wonderful thing you are able to know that. In this era, we can open a book or searching by internet device. It is called e-book. You can use it when you feel bored to go to the library. Let's go through.
David Mandujano:
Here thing why this specific Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies are different and trusted to be yours. First of all studying a book is good but it depends in the content than it which is the content is as delicious as food or not. Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies giving you information deeper including different ways, you can find any book out there but there is no guide that similar with Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies. It gives you thrill looking at journey, its open up your eyes about the thing that will happened in the world which is possibly can be happened around you. You can easily bring everywhere like in playground, café, or even in your means home by train. Should you be having difficulties in bringing the published book maybe the form of Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies in e-book can be your choice.
Alita Schmidt:
Often the book Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies will bring you to definitely the new experience of reading the book. The author style to explain the idea is very unique. In the event you try to find new book to see, this book very ideal to you. The book Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies is much recommended to you you just read. You can also get the e-book from the official web site, so you can easier to read the book.
Read Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies by Andrea Sironi, Andrea Resti for online ebook
Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies by Andrea Sironi, Andrea Resti Free PDF d0wnl0ad, audio books, books to read, good books to read, cheap books, good books, online books, books online, book reviews epub, read books online, books to read online, online library, greatbooks to read, PDF best books to read, top books to read Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies by Andrea Sironi, Andrea Resti books to read online.
Tidak ada komentar:
Posting Komentar