Risk Management and Shareholders' Value in Banking

Risk Management and Shareholders' Value in Banking pdf epub mobi txt 电子书 下载 2025

出版者:John Wiley & Sons Inc
作者:Sironi, Andrea/ Resti, Andrea
出品人:
页数:808
译者:
出版时间:2007-6
价格:723.00元
装帧:HRD
isbn号码:9780470029787
丛书系列:
图书标签:
  • 风险管理 
  • 金融 
  • 教材 
  •  
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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 managerial implications. Part VI presents models and techniques to calibrate the amount of economic capital at risk needed by the bank, to fine–tune its composition, to allocate it to risk–taking units, to estimate the "fair" return expected by shareholders, to monitor the value creation process. Risk Management and Shareholders′ Value in Banking includes:

∗ Value at Risk, Monte Carlo models, Creditrisk+, Creditmetrics and much more

∗ formulae for risk–adjusted loan pricing and risk–adjusted performance measurement

∗ extensive, hands–on Excel examples are provided on the companion website www.wiley.com/go/rmsv

∗ a complete, up–to–date introduction to Basel II

∗ focus on capital allocation, Raroc, EVA, cost of capital and other value–creation metrics

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我们老师的著作!很好的一本书!讲得很细致

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我们老师的著作!很好的一本书!讲得很细致

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