Logotipo librería Marcial Pons

Value added risk management in finacial institutions
leveraging Basel II & risk adjusted performance measurement

  • ISBN: 9780470821152
  • Editorial: John Wiley & Sons Limited
  • Lugar de la edición: Singapore. None
  • Colección: Wiley Finance
  • Encuadernación: Cartoné
  • Medidas: 23 cm
  • Nº Pág.: 322
  • Idiomas: Inglés

Papel: Cartoné
105,23 €
Sin Stock. Disponible en 5/6 semanas.


The typical financial executive s view of the value of risk management in their financial institution is based on the belief that risk management focuses on loss avoidance. This view is based on the history of risk management being control focused. However, risk management has evolved rapidly to address the more strategic issue of optimization of return on risk. This evolution has been accompanied by statistical, mathematical and financial techniques which when actively applied can direct an institution towards risk taking those activities, which produce disproportionately high returns on risk. The book aims to describe these techniques, illustrate their application, and discuss their strategic value in the management of financial institutions. ÍNDICE Chapter 1. Risk Management and Value Creation. Chapter 2. A Rebuttal of the Risk Mangement Irrelevance Proposition. Chapter 3. Who Should Care and Why? Chapter 4. Optimizing Return, Risk, and Value. Chapter 5. Determining Capital Allocations. Chapter 6. Determining the Cost of Capital. Chapter 7. Linking Capital to Value - Capital Structuring Chapter 8. Linking Risk to Return and Value - Setting Economic Capital Budgets and Strategies. Chapter 9. Impact of Basel II - Installing and Using I.T. Systems to Measure Regulatory and Economic Risk Chapter 10. Frameworks for Economic Profit and RAROC: Case Studies and Common Errors. Chapter 11. Conclusion.


Utilizamos cookies propias y de terceros para mejorar nuestros servicios y facilitar la navegación. Si continúa navegando consideramos que acepta su uso.

aceptar más información