Value at Risk and Bank Capital Management
Risk Adjusted Performances, Capital Management and Capital Allocation Decision MakingBy
- Francesco Saita
Primary audience: Graduate students in master's or Ph.D. programs in finance/banking; bankers and risk managers involved in capital allocation and portfolio management.Course titles: advanced topics in financial/banking risk management, portfolio management, mathematics of investment, commercial bank management.
Hardbound, 280 Pages
Published: February 2007
Imprint: Academic Press
"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