Value at risk and bank capital management : [risk adjusted performances, capital management and capital allocation decision making]
Year of publication: |
2007
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Authors: | Saita, Francesco |
Publisher: |
Amsterdam [u.a.] : Elsevier |
Subject: | Bank | Risikomanagement | Value at Risk | Banks and banking | Risk management | Bank management | Value | Money market | Capital investments | Kapitalmarkt |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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Eisele, Burkhard, (2004)
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Management operationeller Risiken in Banken
Lammers, Frauke, (2005)
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Operational risk : the new challenge for banks
Brink, Gerrit Jan van ¬den, (2002)
- More ...
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Measuring value-at-risk in project finance transactions
Gatti, Stefano, (2007)
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Saita, Francesco, (2007)
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Pricing multiasset equity options : how relevant is the dependence function?
Bedendo, Mascia, (2010)
- More ...