Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making (Academic Press Advanced Finance)

Saita, Francesco

ISBN 10: 0123694663 / ISBN 13: 9780123694669

Published by Academic Press, 2007

About this Item

Gently read. May have name of previous ownership, or ex-library edition. Binding tight; spine straight and smooth, with no creasing; covers clean and crisp. Minimal signs of handling or shelving. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships USPS Media Mail.

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Bibliographic Details

• Title: Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making (Academic Press Advanced Finance)
• Publisher: Academic Press
• Publication Date: 2007
• Language: English
• ISBN 10: 0123694663
• ISBN 13: 9780123694669
• Binding: Hardcover
• Condition: very_good

About this title

Synopsis

Value at Risk and Bank Capital Management 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.

The 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.

The 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.

This 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.

• Contains concise, expert analysis of the latest technical VaR measures but without the highly mathematical component of other books
• Discusses practical applications of these measures in the real world of banking, focusing on effective decision making for capital management and allocation
• Author is based at Bocconi University in Milan, Italy, one of the foremost institutions for banking in Europe

Review

"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." --Chris Matten, Partner, Financial Services Industry Practice, PricewaterhouseCoopers