Economic Capital Allocation With Basel Ii
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Economic Capital Allocation With Basel Ii
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Author : Dimitris N. Chorafas
language : en
Publisher: Elsevier
Release Date : 2004-02-09
Economic Capital Allocation With Basel Ii written by Dimitris N. Chorafas and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-02-09 with Business & Economics categories.
This book is a complimentary follow-on book to Operational Risk Control with Basel II. While the previous book focuses on operational risk, Economic Capital Allocation provides an overview of credit risk within the context of the Basel II accords. The book provides: * comprehensive coverage of the evolution of the banking industry with Basel II in mind * extensive information on the capital requirements for bank liquidity and solvency * coverage of the new rules as laid down by the supervisory authorities of the Group of Ten industrialized nations * key information on the technical requirements for credit institutions such as: new credit rating scales, modeling of credit risk, control of operational risks, and, novel ways and means for the management of exposure to Credit Risk * Basel II accords must be implemented by 2006 and require 2 years preparation for proper implementation * Author at the forefront in the development of the Basel II Capital Adequacy Accord * Based on intensive research in the US, UK and continental Europe
Economic Capital
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Author : Ashish Dev
language : en
Publisher:
Release Date : 2004
Economic Capital written by Ashish Dev and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Business & Economics categories.
This multi-contributor title will enable you to better analyse and evaluate economic capital in order to implement more effective risk management strategies within your business. Economic Capital is the definitive reference on this increasingly important area of finance. [Resumen de editor]
International Convergence Of Capital Measurement And Capital Standards
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Author :
language : en
Publisher: Lulu.com
Release Date : 2004
International Convergence Of Capital Measurement And Capital Standards written by and has been published by Lulu.com this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Bank capital categories.
Evaluating Design Choices In Economic Capital Modeling
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Author : Nicholas M. Kiefer
language : en
Publisher:
Release Date : 2004
Evaluating Design Choices In Economic Capital Modeling written by Nicholas M. Kiefer and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Bank capital categories.
Basel Ii Implementation Chapter 4 Pillar Ii Challenges And Dealing With Procyclicality
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Author : Bogie Ozdemir
language : en
Publisher: McGraw Hill Professional
Release Date : 2008-07-10
Basel Ii Implementation Chapter 4 Pillar Ii Challenges And Dealing With Procyclicality written by Bogie Ozdemir and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-07-10 with Business & Economics categories.
This is a sample chapter from Basel II Implementation, an invaluable guide that puts a potent combination of theory and real-world practice at your fingertips. Written by two of the most globally recognized and sought-after thought leaders in Basel II implementation, this how-to book maps out, step-by-step, implementable solutions that are both academically credible and practical, making them defendable to regulators and executable within the constraints of data, resources, and time.
Managing Portfolio Credit Risk In Banks An Indian Perspective
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Author : Arindam Bandyopadhyay
language : en
Publisher: Cambridge University Press
Release Date : 2016-05-09
Managing Portfolio Credit Risk In Banks An Indian Perspective written by Arindam Bandyopadhyay and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-05-09 with Business & Economics categories.
This book explains how a proper credit risk management framework enables banks to identify, assess and manage the risk proactively.
Risk Management And Shareholders Value In Banking
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Author : Andrea Sironi
language : en
Publisher: John Wiley & Sons
Release Date : 2007-05-21
Risk Management And Shareholders Value In Banking written by Andrea Sironi and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-05-21 with Business & Economics categories.
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
Pillar Ii In The New Basel Accord
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Author : Andrea Resti
language : en
Publisher:
Release Date : 2008
Pillar Ii In The New Basel Accord written by Andrea Resti and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Bank capital categories.
Raises awareness of the scope of Pillar 2 and takes the reader through every main strand.
Value At Risk And Bank Capital Management
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Author : Francesco Saita
language : en
Publisher: Elsevier
Release Date : 2010-07-26
Value At Risk And Bank Capital Management written by Francesco Saita and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-07-26 with Business & Economics categories.
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
Economic Capital Allocation With Basel Ii
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Author : Dimitris N. Chorafas
language : en
Publisher: Butterworth-Heinemann
Release Date : 2004-03-19
Economic Capital Allocation With Basel Ii written by Dimitris N. Chorafas and has been published by Butterworth-Heinemann this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-03-19 with Business & Economics categories.
An overview of Credit Risk within Basel II Banking Accords.