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Risk management and shareholders' value in banking : from risk measurement models to capital allocation policies

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.

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  • "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."
  • "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."@en

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  • "Electronic books"@en
  • "Livres électroniques"

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  • "Risk management and shareholders' value in banking : from risk measurement models to capital allocation policies"@en
  • "Risk management and shareholders' value in banking : from risk measurement models to capital allocation policies"
  • "Risk Management and Shareholders' Value in Banking From Risk Measurement Models to Capital Allocation Policies"
  • "Risk management and shareholders' value in banking from risk measurement models to capital allocation policies"
  • "Risk management and shareholders value in banking : from risk measurement models to capital allocation policies"@it
  • "Risk management and shareholders' value in banking from risk measurement models to capital allocation policies"@en
  • "Risk management and shareholders' value in banking : From risk measurement models to capital allocation policies"

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