Show simple item record

dc.contributor.authorSaita, Francesco
dc.date.issued2007
dc.identifier.isbn978-0-12-369466-9
dc.identifier.urihttps://thuvienso.hoasen.edu.vn/handle/123456789/1797
dc.descriptionxvi, 259 p. : ill.
dc.description.abstractThis book 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.
dc.language.isoen
dc.publisherElsevier
dc.subjectBanks and banking
dc.subject.otherBank capital
dc.subject.otherRisk management
dc.titleValue at risk and bank capital management
dc.typeBook


Files in this item

Thumbnail
Thumbnail

This item appears in the following Collection(s)

Show simple item record