Value at risk and bank capital management /

While the highly technical measurement techniques and methodologies of Value at Risk have attracted huge interest, much less attention has been focused on how Value at Risk and the risk-adjusted performance measures such as RAROC or economic profit/EVA can be effectively used to improve a bank'...

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Bibliographic Details

Main Author:	Saita, Francesco
Corporate Author:	ScienceDirect (Online service)
Format:	eBook
Language:	English
Published:	Amsterdam ; Boston : Elsevier Academic Press, [2007]
Series:	Academic Press advanced finance series.
Subjects:	Bank capital. Banks and banking > Risk management. Risk management. Banken (financiële instellingen) Electronic books.
Online Access:	Connect to the full text of this electronic book Publisher description