000			01769nam a2200337 a 4500
001			2007275073
003			DLC
005			20151013135852.0
008			070522s2007 maua b 001 0 eng d
010			_a 2007275073
020			_a9780123694669 (hbk.)
020			_a0123694663 (hbk.)
035			_a(OCoLC)ocn122928946
040			_aUHC _cUHC _dHKP _dYDXCP _dBAKER _dUUS _dIAY _dOHX _dDLC
050	0	0	_aHG1616.C34 _bS25 2007
082			_a332.1'0681 _222
100	1		_aSaita, Francesco.
245	1	0	_aValue at risk and bank capital management : _bRisk adjusted performances, capital management and capital allocation decision making / _cFrancesco Saita.
260			_aAmsterdam ; _aBoston : _bElsevier Academic Press, _cc2007.
300			_axvi, 259 p. : _bill. ; _c27 cm.
440		0	_aAcademic Press advanced finance series
504			_aIncludes bibliographical references and index.
505	0		_aValue 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.
520			_aThis 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.
590			_aaug 07/06/13
591			_aLoans
650		0	_aBank capital.
650		0	_aBanks and banking _xRisk management.
856	4	2	_3Publisher description _uhttp://www.loc.gov/catdir/enhancements/fy0726/2007275073-d.html
942			_2ddc _cBOOK
999			_c887 _d887