國立虎尾科技大學 |

Risk management and shareholders' value in banking = from risk measurement models to capital allocation policies /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Risk management and shareholders' value in banking/ Andrea Sironi and Andrea Resti.
Reminder of title:	from risk measurement models to capital allocation policies /
Author:	Sironi, Andrea.
other author:	Resti, Andrea.
Published:	Chichester, West Sussex [England] ;Wiley, : c2007.,
Description:	1 online resource (xxv, 782 p.) :ill. :
Notes:	Wiley online library (ebook collection)
Subject:	Asset-liability management. -
Online resource:	http://onlinelibrary.wiley.com/book/10.1002/9781118371886

Risk management and shareholders' value in banking = from risk measurement models to capital allocation policies /
Sironi, Andrea.

Risk management and shareholders' value in bankingfrom risk measurement models to capital allocation policies /[electronic resource] :Andrea Sironi and Andrea Resti. - Chichester, West Sussex [England] ;Wiley,c2007. - 1 online resource (xxv, 782 p.) :ill.

Wiley online library (ebook collection)

Includes bibliographical references (p. [759]-770) and index.

Risk Management and Shareholders' Value in Banking; Contents; Foreword; Motivation and Scope of this Book: A Quick Guided Tour; PART I INTEREST RATE RISK; Introduction to Part I; 1 The Repricing Gap Model; 2 The Duration Gap Model; 3 Models Based on Cash-Flow Mapping; 4 Internal Transfer Rates; PART II MARKET RISKS; Introduction to Part II; 5 The Variance-Covariance Approach; 6 Volatility Estimation Models; 7 Simulation Models; 8 Evaluating VaR Models; 9 VaR Models: Summary, Applications and Limitations; PART III CREDIT RISK; Introduction to Part III; 10 Credit-Scoring Models.

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.Subjects--Topical Terms:

560394
Asset-liability management.

LC Class. No.: HG1615.25 / .S57 2007eb

Dewey Class. No.: 332.1068/1

Risk management and shareholders' value in banking = from risk measurement models to capital allocation policies /
LDR:02675cam a2200337La 4500 001 880324
003 OCoLC
005 20151218022811.0
006 m o u
007 cr cn|||||||||
008 180209s2007 enka ob 001 0 eng d
020 $z 9780470029787 (cloth : alk. paper)
020 $z 0470029781 (cloth : alk. paper)
020 $a 9781118371886 $q electronic bk.
020 $a 1118371887 $q electronic bk.
020 $a 9780470510735 (electronic bk.)
020 $a 0470510730 (electronic bk.)
035 $a (OCoLC)647768692 $z (OCoLC)437178636 $z (OCoLC)780889523
035 $a ocn647768692
040 $a E7B $b eng $c E7B $d OCLCQ $d B24X7 $d REDDC $d OCLCQ $d OCLCF $d IDEBK $d OCLCO $d MERUC $d NRU $d UKDOC $d DG1 $d AU@
050 4 $a HG1615.25 $b .S57 2007eb
082 0 4 $a 332.1068/1 $2 22
100 1 $a Sironi, Andrea. $3 1131962
245 1 0 $a Risk management and shareholders' value in banking $h [electronic resource] : $b from risk measurement models to capital allocation policies / $c Andrea Sironi and Andrea Resti.
260 $a Chichester, West Sussex [England] ; $a Hoboken, NJ : $b Wiley, $c c2007.
300 $a 1 online resource (xxv, 782 p.) : $b ill.
500 $a Wiley online library (ebook collection)
504 $a Includes bibliographical references (p. [759]-770) and index.
505 0 $a Risk Management and Shareholders' Value in Banking; Contents; Foreword; Motivation and Scope of this Book: A Quick Guided Tour; PART I INTEREST RATE RISK; Introduction to Part I; 1 The Repricing Gap Model; 2 The Duration Gap Model; 3 Models Based on Cash-Flow Mapping; 4 Internal Transfer Rates; PART II MARKET RISKS; Introduction to Part II; 5 The Variance-Covariance Approach; 6 Volatility Estimation Models; 7 Simulation Models; 8 Evaluating VaR Models; 9 VaR Models: Summary, Applications and Limitations; PART III CREDIT RISK; Introduction to Part III; 10 Credit-Scoring Models.
505 8 $a 11 Capital Market Models12 LGD and Recovery Risk; 13 Rating Systems; 14 Portfolio Models; 15 Some Applications of Credit Risk Measurement Models; 16 Counterparty Risk on OTC Derivatives; PART IV OPERATIONAL RISK; Introduction to Part IV; 17 Operational Risk: Definition, Measurement and Management; PART V REGULATORY CAPITAL REQUIREMENTS; Introduction to Part V; 18 The 1988 Capital Accord; 19 The Capital Requirements for Market Risks; 20 The Ne.
520 $a 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.
588 $a Description based on print version record.
650 0 $a Asset-liability management. $3 560394
650 0 $a Bank management. $3 571868
650 0 $a Banks and banking $x Valuation. $3 839222
650 0 $a Financial institutions $x Valuation. $3 1131964
650 0 $a Risk management. $3 559158
700 1 $a Resti, Andrea. $3 1131963
856 4 0 $u http://onlinelibrary.wiley.com/book/10.1002/9781118371886