Risk Management and Value Creation in Banks - 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 Value Creation in Banks write by Paola Schwizer. This book was released on 2018. Risk Management and Value Creation in Banks available in PDF, EPUB and Kindle.
Risk Management and Value Creation in Financial Institutions
Risk Management and Value Creation in Financial Institutions - 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 Value Creation in Financial Institutions write by Gerhard Schroeck. This book was released on 2002-10-02. Risk Management and Value Creation in Financial Institutions available in PDF, EPUB and Kindle. An analysis of the links between risk management and value creation Risk Management and Value Creation in Financial Institutions explores a variety of methods that can be utilized to create economic value at financial institutions. This invaluable resource shows how banks can use risk management to create value for shareholders, addresses the advantages of risk-adjusted return on capital (RAROC) measures, and develops the foundations for a model to identify comparative advantages that emerge as a result of risk-management decisions. It is the only book needed for banking executives interested in the relationship between risk management and value creation.
Risk Management and Shareholders' Value in Banking
Risk Management and Shareholders' Value in Banking - 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 Shareholders' Value in Banking write by Andrea Sironi. This book was released on 2007-05-21. Risk Management and Shareholders' Value in Banking available in PDF, EPUB and Kindle. 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
Risk Management and Value Creation in Financial Institutions
Risk Management and Value Creation in Financial Institutions - 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 Value Creation in Financial Institutions write by Gerhard Schroeck. This book was released on 2002-10-02. Risk Management and Value Creation in Financial Institutions available in PDF, EPUB and Kindle. An analysis of the links between risk management and value creation Risk Management and Value Creation in Financial Institutions explores a variety of methods that can be utilized to create economic value at financial institutions. This invaluable resource shows how banks can use risk management to create value for shareholders, addresses the advantages of risk-adjusted return on capital (RAROC) measures, and develops the foundations for a model to identify comparative advantages that emerge as a result of risk-management decisions. It is the only book needed for banking executives interested in the relationship between risk management and value creation.
Asset & Liability Management
Asset & Liability 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 Asset & Liability Management write by Jean Dermine. This book was released on 2002. Asset & Liability Management available in PDF, EPUB and Kindle. As institutional shareholders increase pressure on value creation and as central banks around the world are forcing banks to improve their ALM capabilities, the time has come for every banker to master the tools of "Asset and Liability Management," and the control of value creation and risk. Written for a general business audience by Jean Dermine, an INSEAD expert, "Asset and Liability Management" is a complete toolbox for those wishing to get to grips with the subject. Unique in its concise, clear and accessible presentation of the concepts, the book steers clear of complex mathematics and presents the tools in an intuitive and simple way by using modern, visual, educational techniques. The book sheds light on questions such as: how do the various pieces of the bank puzzle fit with one another? how does each piece of the bank contribute to value creation? how does one ensure that risks are being controlled? how do you evaluate performances on a risk-adjusted basis? how do you price loans to secure the creation of value? It also includes discussions on profit-center management, pricing credit risk and loan provisioning, and the management of interest rate and liquidity risks. Threading through the book are a set of exercises with solutions to measure understanding of the concepts as they build on each other. Packaged with the book is a step-by-step tutorial CD-ROM that focuses on visuals, and exercises with built-in solutions. This can be used as a stand-alone self-learning device or as a tool after reading the book to test and reinforce the concepts learnt.
