Risk-Based Capital - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Risk-Based Capital write by Lawrence D. Cluff. This book was released on 2000. Risk-Based Capital available in PDF, EPUB and Kindle.
International Convergence of Capital Measurement and Capital Standards
International Convergence of Capital Measurement and Capital Standards - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook International Convergence of Capital Measurement and Capital Standards write by . This book was released on 2004. International Convergence of Capital Measurement and Capital Standards available in PDF, EPUB and Kindle.
Risk Management and Capital Adequacy
Risk Management and Capital Adequacy - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Risk Management and Capital Adequacy write by Reto Gallati. This book was released on 2003-03-22. Risk Management and Capital Adequacy available in PDF, EPUB and Kindle. Under the new Basle Guidelines, all financial institutions subject to local banking laws will soon be required to operate under dramatically different risk exposure rules. Risk Management and Capital Adequacy provides details on the key risk approaches under these new guidelines and is the first book to analyze if and how they can be integrated. From conceptual frameworks to analyses of models and approaches, it provides a solid reference source for the information that everyone in risk management will soon need to know.
Revisiting Risk-Weighted Assets
Revisiting Risk-Weighted Assets - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Revisiting Risk-Weighted Assets write by Vanessa Le Leslé. This book was released on 2012-03-01. Revisiting Risk-Weighted Assets available in PDF, EPUB and Kindle. In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdictions and how this might undermine the Basel III capital adequacy framework. We discuss the key drivers behind the differences in these calculations, drawing upon a sample of systemically important banks from Europe, North America, and Asia Pacific. We then discuss a range of policy options that could be explored to fix the actual and perceived problems with RWAs, and improve the use of risk-sensitive capital ratios.
Value at Risk and Bank Capital Management
Value at Risk and Bank Capital Management - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Value at Risk and Bank Capital Management write by Francesco Saita. This book was released on 2010-07-26. Value at Risk and Bank Capital Management available in PDF, EPUB and Kindle. Value at Risk and Bank Capital Management offers a unique combination of concise, expert academic analysis of the latest technical VaR measures and their applications, and the practical realities of bank decision making about capital management and capital allocation. The book contains concise, expert analysis of the latest technical VaR measures but without the highly mathematical component of other books. It discusses practical applications of these measures in the real world of banking, focusing on effective decision making for capital management and allocation. The author, Francesco Saita, is based at Bocconi University in Milan, Italy, one of the foremost institutions for banking in Europe. He provides readers with his extensive academic and theoretical expertise combined with his practical and real-world understanding of bank structure, organizational constraints, and decision-making processes. This book is recommended for graduate students in master's or Ph.D. programs in finance/banking and bankers and risk managers involved in capital allocation and portfolio management. - Contains concise, expert analysis of the latest technical VaR measures but without the highly mathematical component of other books - Discusses practical applications of these measures in the real world of banking, focusing on effective decision making for capital management and allocation - Author is based at Bocconi University in Milan, Italy, one of the foremost institutions for banking in Europe
