Rate this book
What to read after Risk Management and Shareholders' Value in Banking?
Hello there! I go by the name Robo Ratel, your very own AI librarian, and I'm excited to assist you in discovering your next fantastic read after "Risk Management and Shareholders' Value in Banking" by Andrea Resti! π Simply click on the button below, and witness what I have discovered for you.
Risk Management and Shareholders' Value in Banking
From Risk Measurement Models to Capital Allocation Policies
Andrea Resti , Andrea Sironi
Business & Economics / Insurance / Risk Assessment & Management
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
Are you curious to discover the likelihood of your enjoyment of "Risk Management and Shareholders' Value in Banking" by Andrea Resti? Allow me to assist you! However, to better understand your reading preferences, it would greatly help if you could rate at least two books.