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Book Cover
Book
Author Belmont, David P.

Title Value added risk management in financial institutions : leveraging basel II and risk adjusted performance management / David P. Belmont
Published Singapore ; Hoboken, NJ : J. Wiley & Sons (Asia), 2004

Copies

Location Call no. Vol. Availability
 MELB  332.1 Bel/Var  AVAILABLE
Description 322 pages : illustrations ; 24 cm
Series Wiley finance series
Wiley finance series.
Contents Machine derived contents note: Introduction: Risk Management and Value Creation -- Chapter 1: Risk Management Stands at the Nexus of Value Creation in Financial Institutions -- Chapter 2: Who Should Care about Risk Management, Capital Allocation and Why? -- Chapter 3: Optimising Return, Risk, and Value ? The Link Between RAROC and Economic Profit -- Chapter 4: Determining Capital Allocations. -- Chapter 5: Determining the Cost of Capital -- Appendix 1: Case Study of Economic Capital Requirement for Start Up -- Chapter 6: Linking Capital to Value - Capital Structuring -- Chapter 7: Linking Risk to Return and Value - Setting Economic Capital -- Chapter 8: Impact of Basel II - Installing and Using IT Systems to Measure Regulatory and Economic Risk -- Chapter 9: Economic Profit and RAROC Frameworks: Case Studies and Common Errors. -- Chapter 10: Conclusion
Notes Formerly CIP. Uk
Bibliography Includes bibliographical references and index
SUBJECT Basel II (2004 June 26) http://id.loc.gov/authorities/names/n2006009995
Basel II
Subject Risk management.
Financial institutions -- Management.
LC no. 2004273764
ISBN 0470821159