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murwhin 在职认证  发表于 2008-11-6 03:00:00 |只看作者 |坛友微信交流群|倒序 |AI写论文
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Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (The Wiley Finance Series)
by Andrea Sironi, Andrea Resti 

Publisher: Wiley

Number Of Pages: 808

Publication Date: 2007-06-04

ISBN-10 / ASIN: 0470029781

ISBN-13 / EAN: 9780470029787

Binding: Hardcover

Book Description:
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
* a complete, up-to-date introduction to Basel II
* focus on capital allocation, Raroc, EVA, cost of capital and other value-creation metrics

extensive, hands-on Excel examples

263939.zip (1.89 MB) 本附件包括:

  • Chapter03.xls
  • Chapter04.xls
  • Chapter05.xls
  • Chapter06.xls
  • Chapter07.xls
  • Chapter08.xls
  • Chapter09.xls
  • Chapter10.xls
  • Chapter11.xls
  • Chapter12.xls
  • Chapter13.xls
  • Chapter14.xls
  • Chapter15.xls
  • Chapter16.xls
  • Chapter17.xls
  • Chapter18.xls
  • Chapter19.xls
  • Chapter20.xls
  • Chapter21.xls
  • Chapter22.xls
  • Chapter23.xls
  • Chapter24.xls
  • Chapter01.xls
  • Chapter02.xls

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关键词:Shareholders shareholder Management Managemen Banking Management value Risk Banking Shareholders

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murwhin 在职认证  发表于 2008-11-6 03:01:00 |只看作者 |坛友微信交流群

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betty_leng 在职认证  发表于 2008-11-6 03:23:00 |只看作者 |坛友微信交流群

能送一份么:betty_leng@yahoo.co.uk. Thanks

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