Risk Management and Shareholders Value: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series)

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9780470029787: Risk Management and Shareholders Value: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series)

Book by Sironi Andrea Resti Andrea

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Reseña del editor:

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

Nota de la solapa:

"I believe that this is the most comprehensive and instructive risk management book available today." - Edward I. Altman, Max L. Heine Professor of Finance, NYU Stern School of Business

"This book sets out to fill a gap in the existing literature, providing a balanced treatment of quantitative methods of measuring key financial quantitative methods of measuring key financial risks, an up-to-date presentation of the regulatory framework and capital management issues at a technical level that is suitable yet does not overburden the reader." - Klaus Duellmann, Senior Economist, Deutsche Bundesbank

"Andrea Sironi and Andrea Resti have written a very thoughtful book on the fundamental pillars of risk management, ranging from all aspects of asset and liability management to market risk, credit risk, and operational risk. The book develops particular emphasis on risk measurement, capital management, and value creation in banks and financial institutions on a sound and integrated framework. the presentation in the book is logical, systematic, and coherent. This makes the book very readable and accessible to a wide range of audience. More importantly, the book is pitched at a technical level that makes it readily accessible as a textbook or a book for self-study, something that is very lacking now in the financial industry. I have very high expectation for this book. Congratulations." - Michael K. Ong, Professor of Finance, Stuart School of Business, Illinois Institute of Technology

"Professors Sironi and Resti have both done a great job in making risk measurement and capital management concepts and techniques within the financial industry truly accessible. this book leads the reader patiently from the building blocks of risk measurement to the complex task of optimizing the use of capital by financial intermediaries, taking into account both the maximization of shareholders' value and the constraints imposed by prudential regulations." - Giovanni Carosio, Deputy Director General Banca D'Italia

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1.

Andrea Sironi; Andrea Resti
Editorial: Wiley (2007)
ISBN 10: 0470029781 ISBN 13: 9780470029787
Nuevos Tapa dura Cantidad: 1
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Ergodebooks
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Descripción Wiley, 2007. Hardcover. Estado de conservación: New. Nº de ref. de la librería SONG0470029781

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Andrea Sironi, Andrea Resti
Editorial: John Wiley and Sons Ltd, United Kingdom (2007)
ISBN 10: 0470029781 ISBN 13: 9780470029787
Nuevos Tapa dura Primera edición Cantidad: 10
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Descripción John Wiley and Sons Ltd, United Kingdom, 2007. Hardback. Estado de conservación: New. 1. Auflage. 246 x 178 mm. Language: English . Brand New Book. 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 a complete, up-to-date introduction to Basel II focus on capital allocation, Raroc, EVA, cost of capital and other value-creation metrics. Nº de ref. de la librería AAH9780470029787

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3.

Andrea Sironi, Andrea Resti
Editorial: John Wiley and Sons Ltd, United Kingdom (2007)
ISBN 10: 0470029781 ISBN 13: 9780470029787
Nuevos Tapa dura Primera edición Cantidad: 10
Librería
The Book Depository US
(London, Reino Unido)
Valoración
[?]

Descripción John Wiley and Sons Ltd, United Kingdom, 2007. Hardback. Estado de conservación: New. 1. Auflage. 246 x 178 mm. Language: English . Brand New Book. 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 a complete, up-to-date introduction to Basel II focus on capital allocation, Raroc, EVA, cost of capital and other value-creation metrics. Nº de ref. de la librería AAH9780470029787

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Andrea Sironi
Editorial: John Wiley and#38; Sons (2007)
ISBN 10: 0470029781 ISBN 13: 9780470029787
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Descripción John Wiley and#38; Sons, 2007. HRD. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería FW-9780470029787

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Resti
Editorial: John Wiley & Sons (2016)
ISBN 10: 0470029781 ISBN 13: 9780470029787
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Descripción John Wiley & Sons, 2016. Paperback. Estado de conservación: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Nº de ref. de la librería ria9780470029787_lsuk

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ANDREA SIRONI
ISBN 10: 0470029781 ISBN 13: 9780470029787
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Descripción 2007. Hardback. Estado de conservación: NEW. 9780470029787 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Nº de ref. de la librería HTANDREE0766066

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Andrea Resti; Andrea Sironi
Editorial: Wiley (2007)
ISBN 10: 0470029781 ISBN 13: 9780470029787
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Irish Booksellers
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Descripción Wiley, 2007. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería 0470029781

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Andrea Sironi
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Descripción John Wiley and#38; Sons, 2007. HRD. Estado de conservación: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Nº de ref. de la librería IP-9780470029787

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Sironi, Andrea, Resti, Andrea
Editorial: Wiley (2017)
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Descripción Wiley, 2017. Hardcover. Estado de conservación: New. This item is printed on demand. Nº de ref. de la librería P110470029781

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Sironi, Andrea/ Resti, Andrea
Editorial: John Wiley & Sons Inc (2007)
ISBN 10: 0470029781 ISBN 13: 9780470029787
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Descripción John Wiley & Sons Inc, 2007. Hardcover. Estado de conservación: Brand New. 1st edition. 808 pages. 10.00x7.00x1.75 inches. In Stock. Nº de ref. de la librería __0470029781

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