Risk management and shareholders' value in banking : from risk measurement models to capital allocation policies /

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.

Bibliographic Details
Main Author: Resti, Andrea
Other Authors: Sironi, Andrea
Format: eBook
Language:English
Language Notes:English.
Published: Chichester, England ; Hoboken, NJ : Wiley, ©2007.
Subjects:
Online Access:Connect to the full text of this electronic book
Description
Summary: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.
Physical Description:1 online resource (xxv, 782 pages) : illustrations
Bibliography:Includes bibliographical references (pages 759-770) and index.
ISBN:9780470510735
0470510730
9780470029787
0470029781