Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series) - First edition
2007, ISBN: 9780470029787
Hardcover
Wiley, Gebundene Ausgabe, Auflage: 1. 808 Seiten, Publiziert: 2007-04-04T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: YES2414036, 3.28 kg, Verkaufsrang: 1981431, Risikomanagement, Kost… More...
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Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series) - First edition
2007, ISBN: 9780470029787
Hardcover
Wiley, Gebundene Ausgabe, Auflage: 1. 808 Seiten, Publiziert: 2007-04-04T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: YES2414036, 3.28 kg, Verkaufsrang: 1981431, Risikomanagement, Kost… More...
Amazon.de (Intern... Shipping costs:Die angegebenen Versandkosten können von den tatsächlichen Kosten abweichen. (EUR 3.00) Details... |
Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series) - First edition
2007, ISBN: 9780470029787
Hardcover
Wiley, Gebundene Ausgabe, Auflage: 1. 808 Seiten, Publiziert: 2007-04-04T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: YES2414036, 3.28 kg, Verkaufsrang: 1981431, Risikomanagement, Kost… More...
Amazon.de (Intern... |
Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series) - First edition
2007, ISBN: 9780470029787
Hardcover
Wiley, Gebundene Ausgabe, Auflage: 1. 808 Seiten, Publiziert: 2007-04-04T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: YES2414036, 1.49 kg, Verkaufsrang: 1987517, Risikomanagement, Kost… More...
Amazon.de (Intern... |
Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series) - First edition
2007, ISBN: 9780470029787
Hardcover
Wiley, Gebundene Ausgabe, Auflage: 1. 808 Seiten, Publiziert: 2007-04-04T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: YES2414036, 1.49 kg, Verkaufsrang: 1987517, Risikomanagement, Kost… More...
Amazon.de (Intern... Shipping costs:Die angegebenen Versandkosten können von den tatsächlichen Kosten abweichen. (EUR 3.00) Details... |
Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series) - First edition
2007, ISBN: 9780470029787
Hardcover
Wiley, Gebundene Ausgabe, Auflage: 1. 808 Seiten, Publiziert: 2007-04-04T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: YES2414036, 3.28 kg, Verkaufsrang: 1981431, Risikomanagement, Kost… More...
Sironi, Andrea, Resti, Andrea:
Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series) - First edition2007, ISBN: 9780470029787
Hardcover
Wiley, Gebundene Ausgabe, Auflage: 1. 808 Seiten, Publiziert: 2007-04-04T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: YES2414036, 3.28 kg, Verkaufsrang: 1981431, Risikomanagement, Kost… More...
Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series) - First edition
2007
ISBN: 9780470029787
Hardcover
Wiley, Gebundene Ausgabe, Auflage: 1. 808 Seiten, Publiziert: 2007-04-04T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: YES2414036, 3.28 kg, Verkaufsrang: 1981431, Risikomanagement, Kost… More...
Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series) - First edition
2007, ISBN: 9780470029787
Hardcover
Wiley, Gebundene Ausgabe, Auflage: 1. 808 Seiten, Publiziert: 2007-04-04T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: YES2414036, 1.49 kg, Verkaufsrang: 1987517, Risikomanagement, Kost… More...
Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series) - First edition
2007, ISBN: 9780470029787
Hardcover
Wiley, Gebundene Ausgabe, Auflage: 1. 808 Seiten, Publiziert: 2007-04-04T00:00:01Z, Produktgruppe: Buch, Hersteller-Nr.: YES2414036, 1.49 kg, Verkaufsrang: 1987517, Risikomanagement, Kost… More...
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Details of the book - Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation Policies (Wiley Finance Series)
EAN (ISBN-13): 9780470029787
ISBN (ISBN-10): 0470029781
Hardcover
Paperback
Publishing year: 2007
Publisher: Wiley
808 Pages
Weight: 1,480 kg
Language: eng/Englisch
Book in our database since 2007-05-01T11:25:41-04:00 (New York)
Detail page last modified on 2024-02-04T10:42:18-05:00 (New York)
ISBN/EAN: 0470029781
ISBN - alternate spelling:
0-470-02978-1, 978-0-470-02978-7
Alternate spelling and related search-keywords:
Book author: sironi, andrea
Book title: measurement, shareholder value banking, models, poli, value risk bank capital management, risk management shareholders value banking, management series, management model, the value risk, value and capital
Information from Publisher
Author: Andrea Sironi; Andrea Resti
Title: Wiley Finance Series; Risk Management and Shareholders' Value in Banking - From Risk Measurement Models to Capital Allocation Policies
Publisher: Wiley; John Wiley & Sons
808 Pages
Publishing year: 2007-04-04
Weight: 1,532 kg
Language: English
83,90 € (DE)
Not available (reason unspecified)
185mm x 250mm x 48mm
BB; Hardcover, Softcover / Sachbücher/Politik, Gesellschaft, Wirtschaft/Geld, Bank, Börse; Finanzenwesen und Finanzindustrie; Finance & Investments; Finanz- u. Anlagewesen; Institutional & Corporate Finance; Institutionelle Finanzplanung; Institutionelle Finanzplanung
Foreword. Motivation and Scope of this Book: A Quick Guided Tour. PART I INTEREST RATE RISK. Introduction to Part I. 1 The Repricing Gap Model. Selected Questions and Exercises. Appendix 1A The Term Structure of Interest Rates. Appendix 1B Forward Rates. 2 The Duration Gap Model. Selected Questions and Exercises. Appendix 2A The Limits of Duration. 3 Models Based on Cash-Flow Mapping. Selected Questions and Exercises. Appendix 3A Estimating the Zero-coupon Curve. 4 Internal Transfer Rates. Selected Questions and Exercises. Appendix 4A Derivative Contracts on Interest Rates. PART II MARKET RISKS. Introduction to Part II. 5 The Variance-Covariance Approach. Selected Questions and Exercises. Appendix 5A Stockmarket Betas. 6 Volatility Estimation Models. Selected Questions and Exercises. 7 Simulation Models. variance-covariance approach. Selected Questions and Exercises. 8 Evaluating VaR Models. Selected Questions and Exercises. Appendix 8A VaR Model Backtesting According to the Basel Committee. 9 VaR Models: Summary, Applications and Limitations. Selected Questions and Exercises. Appendix 9A Extreme Value Theory. PART III CREDIT RISK. Introduction to Part III. 10 Credit-Scoring Models. Selected Questions and Exercises. Appendix 10A The Estimation of the Gamma Coefficients in Linear. Discriminant Analysis. 11 Capital Market Models. bond spreads. Selected Questions and Exercises. Appendix 11A Calculating the Fair Spread on a Loan. Appendix 11B Real and Risk-Neutral Probabilities of Default. 12 LGD and Recovery Risk. Selected Questions and Exercises. Appendix 12A The Relationship Between PD and RR in the Merton Model. 13 Rating Systems. Selected Questions and Exercises. 14 Portfolio Models. default risk. Selected Questions and Exercises. Appendix 14A Asset Correlation Versus Default Correlation. 15 Some Applications of Credit Risk Measurement Models. Selected Questions and Exercises. Appendix 15A Credit Risk Transfer Tools. 16 Counterparty Risk on OTC Derivatives. PART IV OPERATIONAL RISK. Introduction to Part IV. 17 Operational Risk: Definition, Measurement and Management. Selected Questions and Exercises. Appendix 17A OR Measurement and EVT. PART V REGULATORY CAPITAL REQUIREMENTS. Introduction to Part V. 18 The 1988 Capital Accord. Selected Questions and Exercises. Appendix 18A The Basel Committee. 19 The Capital Requirements for Market Risks. Selected Questions and Answers. Appendix 19A Capital requirements Related to Settlement, Counterparty and Concentration Risks. 20 The New Basel Accord. Selected Questions and Exercises. 21 Capital Requirements on Operational Risk. Selected Questions and Exercises. PART VI CAPITAL MANAGEMENT AND VALUE CREATION. Introduction to Part VI. 22 Capital Management. performance measurement. Selected Questions and Exercises. 23 Capital Allocation. Selected Questions and Exercises. Appendix 23A The Correlation Approach. Appendix 23B The Virtual nature of Capital Allocation. 24 Cost of Capital and Value Creation. Selected Questions and Exercises. Bibliography. Index.More/other books that might be very similar to this book
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