Risk-Based Capital PDF Download

Author: Lawrence D. Cluff
Publisher: DIANE Publishing
ISBN: 0788186701
Category :
Languages : en
Pages : 187

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Author:
Publisher: Lulu.com
ISBN: 9291316695
Category : Bank capital
Languages : en
Pages : 294

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Book Description

Author: Reto Gallati
Publisher: McGraw Hill Professional
ISBN: 0071425586
Category : Business & Economics
Languages : en
Pages : 577

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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.

Author: Vanessa Le Leslé
Publisher: International Monetary Fund
ISBN: 1475502656
Category : Business & Economics
Languages : en
Pages : 50

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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.

Author: Francesco Saita
Publisher: Elsevier
ISBN: 0080471064
Category : Business & Economics
Languages : en
Pages : 276

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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

Author: Arindam Bandyopadhyay
Publisher: Cambridge University Press
ISBN: 110714647X
Category : Business & Economics
Languages : en
Pages : 390

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Book Description
This book explains how a proper credit risk management framework enables banks to identify, assess and manage the risk proactively.

Author: Casualty Actuarial Society
Publisher:
ISBN:
Category : Casualty insurance
Languages : en
Pages : 712

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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.

Author: United States. Department of the Treasury
Publisher:
ISBN:
Category : Banking law
Languages : en
Pages : 780

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Author: United States. Bureau of Federal Credit Unions
Publisher:
ISBN:
Category : Banks and banking, Cooperative
Languages : en
Pages : 44

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Author: Andrea Resti
Publisher: Wiley
ISBN: 9781119942146
Category : Business & Economics
Languages : en
Pages : 0

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Book Description
Risk Management and Shareholders' Value in Banking provides an integrated framework for risk measurement, capital management and value creation in banks covering interest rate risk; market risk; credit risk; operational risk; capital regulation; capital management; and value creation. Updated to include coverage of the most recent developments in banking regulation, including comprehensive coverage of the new Basel III regulatory framework the book is structured in six parts. Part I covers the measurement and management of the interest rate risk and liquidity risk on all assets and liabilities of a banking institution. This includes a discussion of gapping models, presented critically through numerical examples and solutions, internal transfer rates, gapping techniques, liquidity risk management. Part II presents portfolio models for market risks, including the “variance/covariance” approach, Monte Carlo / historical simulations, backtesting, alternative risk measures (e.g. expected shortfall) and volatility estimation techniques. Part III addresses credit risk measurement, first on a stand-alone basis, then at a portfolio level; it also includes chapters on scoring models, rating systems, recovery risk, counterparty risk for OTC derivatives, and practical applications of credit risk models. Part IV deals with operational risk before part V goes on to illustrate the main pieces of regulation on bank capital issued by the Basel Committee, the main focus being on Basel 2 (insofar it has not been changed by the latest regulatory wave) and Basel 3. Part VI presents the link between risk and capital in all its implications, and provides the reader with the technical models needed to allocate capital to risk-taking units, set risk-adjusted profitability targets, and optimize the amount and composition of bank capital. By bringing together the core aspects of risk management in banking - models and algorithms, regulation, process engineering and management, and strategic planning – the book provides a unique and consistent framework showing how financial risks can be understood, measured, managed and covered with capital. The book is accompanied by a website which includes a series of excel files with detailed explanations of all the numerical examples shown in the book, as well as solutions to the end of chapter exercises.