{"product_id":"value-at-risk-and-bank-capital-management-risk-adjusted-performances-capital-management-and-capital-allocation-decision-making-hardback-9780123694669","title":"Value at Risk and Bank Capital Management; Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making (Hardback) 9780123694669","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eValue at Risk and Bank Capital Management\u003c\/font\u003e\u003cbr\u003e\r\n\u003cfont size=\"5\"\u003eRisk Adjusted Performances, Capital Management and Capital Allocation Decision Making\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cem\u003eA 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.\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eFrancesco Saita (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780123694669, Elsevier Science\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 3 April 2007\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e280 pages, Illustrated\u003cbr\u003e26 x 18.3 x 2.2 cm, 0.77 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cem\u003e\u003cfont size=\"3\"\u003e\"This book does a great service by presenting the measurement of market risk and credit risk in one well-structured book. Aggregation methodology is also presented in detail. The inclusion of real-life examples is also a great benefit to the reader.\" --\u003cb\u003eChris Matten, Partner, Financial Services Industry Practice, PricewaterhouseCoopers\u003c\/b\u003e\u003c\/font\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003e\u003cp\u003e\u003ci\u003eValue at Risk and Bank Capital Management\u003c\/i\u003e 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.\u003c\/p\u003e  \u003cp\u003eThe book contains concise, expert analysis of the latest technical VaR measures but without the highly mathematical component of other books. It discusses practical applications of these measures in the real world of banking, focusing on effective decision making for capital management and allocation.\u003c\/p\u003e  \u003cp\u003eThe author, Francesco Saita, is based at Bocconi University in Milan, Italy, one of the foremost institutions for banking in Europe. He provides readers with his extensive academic and theoretical expertise combined with his practical and real-world understanding of bank structure, organizational constraints, and decision-making processes.\u003c\/p\u003e  \u003cp\u003eThis book is recommended for graduate students in master's or Ph.D. programs in finance\/banking and bankers and risk managers involved in capital allocation and portfolio management.\u003c\/p\u003e\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePart 1: Value at Risk and Bank Capital Management: The General Framework\u003cbr\u003e ch. 1 Value at Risk, capital management and capital allocation\u003cbr\u003e ch 2 What is “capital? management? The impact of Basel II and the new accounting standards\u003cbr\u003e Part II: Risk Measurement and Risk Integration ch 3 Market Risk\u003cbr\u003e ch 4 Credit Risk\u003cbr\u003e ch 5 Operational Risk and Business risk\u003cbr\u003e ch 6 The challenge of risk aggregation\u003cbr\u003e Part III: Risk Control, Performance measurement, and capital allocation ch 7 Defining Value at Risk limits\u003cbr\u003e ch 8 Risk-adjusted performance measurement\u003cbr\u003e ch 9 Risk-adjusted performance measures, capital allocation and the budgeting process\u003cbr\u003e ch 10 conclusion\u003cbr\u003e Internet Resources directory\u003cbr\u003e References\u003cbr\u003e Index\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Investment \u0026amp; securities [\u003ca title=\"See our other books on Investment \u0026amp; securities\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Investment%20\u0026amp;%20securities%20%5BKFFM%5D%22\"\u003eKFFM\u003c\/a\u003e], Banking [\u003ca title=\"See our other books on Banking\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Banking%20%5BKFFK%5D%22\"\u003eKFFK\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Academic Press","offers":[{"title":"Default Title","offer_id":46649205457176,"sku":"9780123694669","price":55.19,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/products\/9780123694669_f3dce0ed-e671-4cc9-ae0e-92f41a708f67.jpg?v=1695006796","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/value-at-risk-and-bank-capital-management-risk-adjusted-performances-capital-management-and-capital-allocation-decision-making-hardback-9780123694669","provider":"Freshly Printed Books","version":"1.0","type":"link"}