We study the implications of the value at risk concept for the bank's optimum amount of equity capital under credit … managerial and market factors. Furthermore, the bank's equity and asset/liability management has to be addressed simultaneously … by bank managers. …

.1 Regulatory Capital and the Evolution toward Basel II -- 2.2 Overview of the Basel II Capital Accord -- 2.3 Bank Estimates of … Required Capital and the Different Notions of Bank Capital -- 2.4 Summary -- 2.5 Further Reading -- CHAPTER 3: Market Risk -- 3 … Standards -- 4.9 Alternative Approaches to Modeling Credit Portfolio Risk -- 4.10 Comparison of Main Credit Portfolio Models …