Value at Risk and Bank Capital Management

Download or Read online Value at Risk and Bank Capital Management full in PDF, ePub and kindle. This book written by Francesco Saita and published by Elsevier which was released on 26 July 2010 with total pages 280. We cannot guarantee that Value at Risk and Bank Capital Management book is available in the library, click Get Book button to download or read online books. Join over 650.000 happy Readers and READ as many books as you like.

Value at Risk and Bank Capital Management
Author :
Publisher : Elsevier
Release Date :
ISBN : 0080471064
Pages : 280 pages
Rating : 5/5 (1 users)
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Download or Read Online Value at Risk and Bank Capital Management in PDF, Epub and Kindle

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

Value at Risk and Bank Capital Management

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

GET BOOK!
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