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Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making (Academic Press Advanced Finance)

Francesco Saita




[PDF.fb62] Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making (Academic Press Advanced Finance)

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 | #2002911 in eBooks |  2010-07-26 |  2010-07-26 | File type: PDF

||15 of 17 people found the following review helpful.| fancy keywords only|By stat|This is the book for management...if you need to know the fancy words but not much about it then this is the book for you. The author has so much in the TOC that you can't help but ask yourself how is all this be efficiently covered in so little pages. The answer is it really doesn't get covered as it should. There are no details presented just lit| |"This book does a great service by presenting 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." --Chri

Value at Risk and Bank Capital Management offers a unique combination of concise, expert academic analysis of the latest technical VaR measures and their applications, and the practical realities of bank decision making about capital management and capital allocation.

The book contains concise, expert analysis of the latest technical VaR measures but without the highly mathematical component of other books. It discusses practical applications of these me...

You can specify the type of files you want, for your gadget.Value at Risk and Bank Capital Management: Risk Adjusted Performances, Capital Management and Capital Allocation Decision Making (Academic Press Advanced Finance)   |  Francesco Saita. Which are the reasons I like to read books. Great story by a great author.

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