Value At Risk And Bank Capital Management

Risk Adjusted Performances, Capital Management And Capital Allocation Decision Making

by Francesco Saita
language: english
Publisher: ELSEVIER SCIENCE PUBLISHING CO INC, April of 2007 ‧
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Argues that even though risk measurement techniques have greatly improved for market, credit and operational risk, capital management and capital allocation decisions are far from becoming purely technical and mechanical. This book contains analysis of technical VaR measures.

Value At Risk And Bank Capital Management

Risk Adjusted Performances, Capital Management And Capital Allocation Decision Making

by Francesco Saita

Property Description
ISBN: 9780123694669
Publisher: ELSEVIER SCIENCE PUBLISHING CO INC
Release Date: April of 2007
Language: English
Cover: Hardcover
Pages: 280
Format: Book
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9780123694669