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Value at Risk and Bank Capital Management
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Pages: 276
Authors: Francesco Saita
Categories: Business & Economics
Type: BOOK - Published: 2010-07-26 - Publisher: Elsevier

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Value at Risk and Bank Capital Management offers a unique combination of concise, expert academic analysis of the latest technical VaR measures and their applic
Implementing Value at Risk
Language: en
Pages: 224
Authors: Philip Best
Categories: Business & Economics
Type: BOOK - Published: 2000-11-21 - Publisher: John Wiley & Sons

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Implementing Value at Risk Philip Best Value at Risk (VAR) is an estimate of the potential loss on a trading or investment portfolio. Its use has swept the bank
Value and Capital Management
Language: en
Pages: 723
Authors: Thomas C. Wilson
Categories: Business & Economics
Type: BOOK - Published: 2015-08-10 - Publisher: John Wiley & Sons

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A value management framework designed specifically for banking and insurance The Value Management Handbook is a comprehensive, practical reference written speci
The Risks of Financial Institutions
Language: en
Pages: 669
Authors: Mark Carey
Categories: Business & Economics
Type: BOOK - Published: 2007-11-01 - Publisher: University of Chicago Press

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Until about twenty years ago, the consensus view on the cause of financial-system distress was fairly simple: a run on one bank could easily turn to a panic inv
An Introduction to Value-at-Risk
Language: en
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Authors: Moorad Choudhry
Categories: Business & Economics
Type: BOOK - Published: 2007-01-11 - Publisher: John Wiley & Sons

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The value-at-risk measurement methodology is a widely-used tool in financial market risk management. The fourth edition of Professor Moorad Choudhry’s benchma