Risk Management and Shareholders' Value in Banking PDF
By:Andrea Sironi,Andrea Resti
Published on 2007-04-30 by John Wiley & Sons
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
This Book was ranked at 10 by Google Books for keyword Banking.
Book ID of Risk Management and Shareholders' Value in Banking's Books is Z50P7IxJCE0C, Book which was written byAndrea Sironi,Andrea Restihave ETAG "loVblGOfdNo"
Book which was published by John Wiley & Sons since 2007-04-30 have ISBNs, ISBN 13 Code is 9780470510735 and ISBN 10 Code is 0470510730
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Book which have "808 Pages" is Printed at BOOK under CategoryBusiness and Economics
Book was written in en
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