TY  - BOOK
AU  - Saita,Francesco
TI  - Value at risk and bank capital management: risk adjusted performances, capital management and capital allocation decision making 
SN  - 9780123694669 (hbk.)
AV  - HG1616.C34 S25 2007
U1  - 332.1'0681 22
PY  - 2007///
CY  - Amsterdam, Boston
PB  - Elsevier Academic Press
KW  - Bank capital
KW  - Banks and banking
KW  - Risk management
N1  - Includes bibliographical references and index; Value at risk, capital management, and capital allocation -- What is 'capital' management? -- Market risk -- Credit risk -- Operational risk and business risk -- Risk capital aggregation -- Value at risk and risk control for market and credit risk -- Risk-adjusted performance measurement -- Risk-adjusted performance targets, capital allocation, and the budgeting process
N2  - This book presents the measurement of market risk and credit risk in one well-structured book.Aggregation methodology is also presented in detail. The inclusion of real-life examples is also a great benefit to the reader
UR  - http://www.loc.gov/catdir/enhancements/fy0726/2007275073-d.html
ER  -