Value at risk and bank capital management

dc.contributor.author	Saita, Francesco
dc.date.issued	2007
dc.identifier.isbn	978-0-12-369466-9
dc.identifier.uri	https://thuvienso.hoasen.edu.vn/handle/123456789/1797
dc.description	xvi, 259 p. : ill.
dc.description.abstract	This 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.iso	en
dc.publisher	Elsevier
dc.subject	Banks and banking
dc.subject.other	Bank capital
dc.subject.other	Risk management
dc.title	Value at risk and bank capital management
dc.type	Book