Economic capital : what it is and what every bank manager should know / Pieter Klaassen, Idzard van Eeghen.

By:

Klaassen, Pieter

Contributor(s):

Eeghen, Idzard van

Material type: Text

TextSeries: Elsevier financePublication details: Burlington, MA : Elsevier Finance, c2009.Description: xv, 285 p. : ill. ; 24 cmISBN:

9780123749017 (hbk. : alk. paper)

Subject(s):

DDC classification:

332.1068'1 22

LOC classification:

HG1616.C34 K49 2009

Contents:

Chapter 1: Measuring the Unexpected: Understanding Economic Capital -- Chapter 2: Show Me the Money: The Purpose of Economic Capital -- Chapter 3: You Manage What You Measure: Defining Economic Capital -- Chapter 4: Running the Numbers: Measuring Economic Capital -- Chapter 5: Facing Reality: Implementing Economic Capital -- Chapter 6: Team play: Economic Capital and its Context -- -- Chapter 7: What's Next? The Future of Economic Capital.


Summary: The book presents new ways to define, measure, and implement management strategies by using recent examples, many from the sub-prime crisis. The authors also discuss the role of economic capital within the broader context of management responsibilities and activities as well as its relation to other risk management tools that are available to the modern risk manager. The book: explains ways to use economic capital in balancing risk and return; evaluates solutions to problems encountered in establishing an economic capital framework; emphasizes intuition; and, draws special attention to embedding risk modelling approaches within economic capital frameworks

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Monograph & others	CBN HQ Library		332.1068'1 KLA (Browse shelf(Opens below))		Available		31008100012257
Monograph & others	CBN HQ Library		332.1068'1 KLA (Browse shelf(Opens below))		Available		31008100012265
Monograph & others	CBN SOKOTO BRANCH LIBRARY	Non-fiction	332.1068'1 KLA (Browse shelf(Opens below))		Available		31008100399647
Monograph & others	CBN OWERRI BRANCH LIBRARY General Stacks	Non-fiction	332.1068'1 KLA (Browse shelf(Opens below))	C.1	Available		31008100469945
Monograph & others	CBN UYO BRANCH LIBRARY General Stacks	Non-fiction	332.1068'1 KLA (Browse shelf(Opens below))	C1	Available		31008100548821
Monograph & others	CBN KANO BRANCH LIBRARY General Stacks	Non-fiction	332.1068'1 KLA (Browse shelf(Opens below))	c.1	Available		31008100649652
Monograph & others	CBN LAGOS LAISON OFFICE LIBRARY General Stacks		332.1068'1 KLA (Browse shelf(Opens below))	c. 1	Available		31008100684428
Monograph & others	CBN MINNA BRANCH LIBRARY General Stacks	Non-fiction	332.1068'1 KLA (Browse shelf(Opens below))	c.1	Available		31008100394069
Monograph & others	CBN KATSINA BRANCH LIBRARY General Stacks	Non-fiction	332.1068'1 KLA (Browse shelf(Opens below))		Available		31008100375142
Monograph & others	CBN PORTHARCOURT BRANCH LIBRARY General Stacks	Non-fiction	332.1068'1KLA (Browse shelf(Opens below))	C.1	Available		31008100435276
Monograph & others	CBN BENIN BRANCH LIBRARY General Stacks	Non-fiction	332.1068'1 KLA (Browse shelf(Opens below))	c.1	Available		31008100478383
Monograph & others	CBN BAUCHI BRANCH LIBRARY General Stacks	Non-fiction	332.1068'1 KLA (Browse shelf(Opens below))	c.1	Available		31008100564166
Monograph & others	CBN KADUNA BRANCH LIBRARY General Stacks	Non-fiction	332.1068'1 KLA (Browse shelf(Opens below))		Available		31008100496864
Monograph & others	CBN YOLA BRANCH LIBRARY General Stacks	Non-fiction	332.1068'1 KLA (Browse shelf(Opens below))	c.1	Available		31008100789144
Monograph & others	CBN LAGOS LEARNING CENTRE LIBRARY General Stacks	Non-fiction	332.1068'1 KLA (Browse shelf(Opens below))	c.1	Available		31008100721345
Monograph & others	CBN ENUGU BRANCH LIBRARY General Stacks	Non-fiction	332.1068'1 KLA (Browse shelf(Opens below))	c. 1	Available		31008100634431
Monograph & others	CBN IBADAN BRANCH LIBRARY General Stacks		332.1068'1 KLA (Browse shelf(Opens below))	c.1	Available		31008100751490
Monograph & others	CBN ILORIN BRANCH LIBRARY General Stacks	Non-fiction	332.1068'1 KLA (Browse shelf(Opens below))		Available		31008100830583
Monograph & others	CBN ABEOKUTA BRANCH LIBRARY General Stacks	Non-fiction	332.1068'1 KLA (Browse shelf(Opens below))	c.1	Available		31008100413281
Monograph & others	CBN MAIDUGURI BRANCH LIBRARY General Stacks	Non-fiction	332.1068'1 KLA (Browse shelf(Opens below))	c. 1	Available		9780123749017
Monograph & others	CBN AKURE BRANCH LIBRARY General Stacks	Non-fiction	332.1068'1 KLA (Browse shelf(Opens below))	c.1	Checked out	06/11/2025	31008100369111
Monograph & others	CBN MAKURDI BRANCH LIBRARY General Stacks	Non-fiction	332.1068'1 KLA (Browse shelf(Opens below))	c.1	Available		31008100431671
Monograph & others	CBN CALABAR BRANCH LIBRARY General Stacks	Non-fiction	332.1068'1 KLA (Browse shelf(Opens below))	c.1	Available		31008100760111

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Previous	332.1'068'1 GRE Analyzing and managing banking risk :	332.1068'1 HAN The handbook of ALM in banking :	332.1068'1 HUL Risk management and financial institutions /	332.1068'1 KLA Economic capital :	332.1068'1 LIQ Liquidity risk management and supervision :	332.1'068'1 LOA Controls, procedures, and risk /	332.1'068'1 LOA Controls, procedures, and risk /	Next

Includes bibliographical references and index.


The book presents new ways to define, measure, and implement management strategies by using recent examples, many from the sub-prime crisis. The authors also discuss the role of economic capital within the broader context of management responsibilities and activities as well as its relation to other risk management tools that are available to the modern risk manager. The book: explains ways to use economic capital in balancing risk and return; evaluates solutions to problems encountered in establishing an economic capital framework; emphasizes intuition; and, draws special attention to embedding risk modelling approaches within economic capital frameworks

oif 23/05/13

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