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Risk Management and Shareholders´ Value in Banking: From Risk Measurement Models to Capital Allocation Policies
Andrea Sironi
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Description for Risk Management and Shareholders´ Value in Banking: From Risk Measurement Models to Capital Allocation Policies
Hardcover. Risk Management and Shareholders' Value in Banking covers all main aspects of risk management, capital management and value creation for financial institutions; it is structured in six parts. Part One covers the measurement and management of the interest rate risk on all assets and liabilities of a banking institution. Series: Wiley Finance Series. Num Pages: 808 pages, Illustrations. BIC Classification: KFFK; KJMD. Category: (P) Professional & Vocational. Dimension: 252 x 177 x 49. Weight in Grams: 1482.
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 ... Read more
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 ... Read more
Product Details
Format
Hardback
Publication date
2007
Publisher
John Wiley & Sons Inc United Kingdom
Number of pages
808
Condition
New
Series
Wiley Finance Series
Number of Pages
816
Place of Publication
New York, United States
ISBN
9780470029787
SKU
V9780470029787
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Andrea Sironi
ANDREA RESTI, formerly an officer at one of Italy's largest banks, has worked on Basel II issues for the Centre for European Policy Studies (Brussels). A consultant to several major banks, as well as to the Bank of Italy, he has held courses on credit risk for GARP and PRMIA. ANDREA SIRONI, formerly with Chase Manhattan Bank in ... Read more
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