Saita Francesco:
Value At Risk And Bank Capital Management

Risk Adjusted Performances, Capital Management And Capital Allocation Decision Making

Elsevier Science & Technology (United States), 2007
Hardback, 280 pages
Size: 260x184 mm
ISBN: 9780123694669
ISBN-10: 0123694663

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Value At Risk And Bank Capital Management

Argues that though risk measurement techniques have improved for market, credit and also operational risk, capital management and capital allocation, decisions are far from becoming purely technical and mechanical. This book contains analysis of technical VaR measures.

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Francesco Saita
Banking
Finance
Finance & accounting
Economics, finance, business and industry
Elsevier Science & Technology

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Francesco Saita
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