Risk Management and Shareholders Value in Banking is popular PDF and ePub book, written by Andrea Sironi in 2007-04-30, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Risk Management and Shareholders Value in Banking can be Read Online from any device for your convenience.
Risk Management and Shareholders Value in Banking Book PDF 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 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
Detail Book of Risk Management and Shareholders Value in Banking PDF
- Author : Andrea Sironi
- Release : 30 April 2007
- Publisher : John Wiley & Sons
- ISBN : 0470510730
- Genre : Business & Economics
- Total Page : 808 pages
- Language : English
- PDF File Size : 10,5 Mb
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