Risk-Based Capital
Author : Lawrence D. Cluff
Publisher : DIANE Publishing
Page : 187 pages
File Size : 27,55 MB
Release : 2000
Category :
ISBN : 0788186701
International Convergence of Capital Measurement and Capital Standards
Author :
Publisher : Lulu.com
Page : 294 pages
File Size : 11,46 MB
Release : 2004
Category : Bank capital
ISBN : 9291316695
Book Description
Risk-Based and Factor Investing
Author : Emmanuel Jurczenko
Publisher : Elsevier
Page : 488 pages
File Size : 19,54 MB
Release : 2015-11-24
Category : Business & Economics
ISBN : 0081008112
Book Description
This book is a compilation of recent articles written by leading academics and practitioners in the area of risk-based and factor investing (RBFI). The articles are intended to introduce readers to some of the latest, cutting edge research encountered by academics and professionals dealing with RBFI solutions. Together the authors detail both alternative non-return based portfolio construction techniques and investing style risk premia strategies. Each chapter deals with new methods of building strategic and tactical risk-based portfolios, constructing and combining systematic factor strategies and assessing the related rules-based investment performances. This book can assist portfolio managers, asset owners, consultants, academics and students who wish to further their understanding of the science and art of risk-based and factor investing. - Contains up-to-date research from the areas of RBFI - Features contributions from leading academics and practitioners in this field - Features discussions of new methods of building strategic and tactical risk-based portfolios for practitioners, academics and students
Revisiting Risk-Weighted Assets
Author : Vanessa Le Leslé
Publisher : International Monetary Fund
Page : 50 pages
File Size : 49,10 MB
Release : 2012-03-01
Category : Business & Economics
ISBN : 1475502656
Book Description
In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdictions and how this might undermine the Basel III capital adequacy framework. We discuss the key drivers behind the differences in these calculations, drawing upon a sample of systemically important banks from Europe, North America, and Asia Pacific. We then discuss a range of policy options that could be explored to fix the actual and perceived problems with RWAs, and improve the use of risk-sensitive capital ratios.
Managing Portfolio Credit Risk in Banks: An Indian Perspective
Author : Arindam Bandyopadhyay
Publisher : Cambridge University Press
Page : 390 pages
File Size : 26,79 MB
Release : 2016-05-09
Category : Business & Economics
ISBN : 110714647X
Book Description
This book explains how a proper credit risk management framework enables banks to identify, assess and manage the risk proactively.
Modernizing the Financial System
Author : United States. Department of the Treasury
Publisher :
Page : 780 pages
File Size : 46,28 MB
Release : 1991
Category : Banking law
ISBN :
Book Description
State-chartered Credit Unions
Author : United States. Bureau of Federal Credit Unions
Publisher :
Page : 44 pages
File Size : 35,11 MB
Release : 1980
Category : Banks and banking, Cooperative
ISBN :
Book Description
Risk Management and Capital Adequacy
Author : Reto Gallati
Publisher : McGraw Hill Professional
Page : 577 pages
File Size : 13,76 MB
Release : 2003-03-22
Category : Business & Economics
ISBN : 0071425586
Book Description
Under the new Basle Guidelines, all financial institutions subject to local banking laws will soon be required to operate under dramatically different risk exposure rules. Risk Management and Capital Adequacy provides details on the key risk approaches under these new guidelines and is the first book to analyze if and how they can be integrated. From conceptual frameworks to analyses of models and approaches, it provides a solid reference source for the information that everyone in risk management will soon need to know.
Proceedings of the Casualty Actuarial Society
Author : Casualty Actuarial Society
Publisher :
Page : 712 pages
File Size : 23,41 MB
Release : 1999
Category : Casualty insurance
ISBN :
Book Description
List of members for the years 1914-20 are included in v. 1-7, after which they are continued in the Year book of the society, begun in 1922.
Value at Risk and Bank Capital Management
Author : Francesco Saita
Publisher : Elsevier
Page : 276 pages
File Size : 43,36 MB
Release : 2010-07-26
Category : Business & Economics
ISBN : 0080471064
Book Description
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 measures in the real world of banking, focusing on effective decision making for capital management and allocation. The author, Francesco Saita, is based at Bocconi University in Milan, Italy, one of the foremost institutions for banking in Europe. He provides readers with his extensive academic and theoretical expertise combined with his practical and real-world understanding of bank structure, organizational constraints, and decision-making processes. This book is recommended for graduate students in master's or Ph.D. programs in finance/banking and bankers and risk managers involved in capital allocation and portfolio management. - Contains concise, expert analysis of the latest technical VaR measures but without the highly mathematical component of other books - Discusses practical applications of these measures in the real world of banking, focusing on effective decision making for capital management and allocation - Author is based at Bocconi University in Milan, Italy, one of the foremost institutions for banking in Europe
