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Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital

Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making Hardback - 2007 - 1st Edition

by Francesco Saita

  • New
  • Hardcover

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.

Description

Hardback. New. Argues that even though risk measurement techniques have greatly improved for market, credit and operational risk, capital management and capital allocation decisions are far from becoming purely technical and mechanical. This book contains analysis of technical VaR measures.
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From the publisher

Includes bibliographical references (p. 245-253) and index