Get Free Ebook Risk Management and Shareholders' Value in Banking, by Andrea Sironi, Andrea Resti
When obtaining the publication Risk Management And Shareholders' Value In Banking, By Andrea Sironi, Andrea Resti by on the internet, you can read them anywhere you are. Yeah, also you remain in the train, bus, waiting checklist, or other areas, online book Risk Management And Shareholders' Value In Banking, By Andrea Sironi, Andrea Resti could be your excellent close friend. Each time is a great time to read. It will certainly enhance your understanding, fun, enjoyable, driving lesson, as well as encounter without investing more cash. This is why on the internet book Risk Management And Shareholders' Value In Banking, By Andrea Sironi, Andrea Resti comes to be most really wanted.
Risk Management and Shareholders' Value in Banking, by Andrea Sironi, Andrea Resti
Get Free Ebook Risk Management and Shareholders' Value in Banking, by Andrea Sironi, Andrea Resti
Risk Management And Shareholders' Value In Banking, By Andrea Sironi, Andrea Resti. Accompany us to be participant right here. This is the internet site that will provide you alleviate of browsing book Risk Management And Shareholders' Value In Banking, By Andrea Sironi, Andrea Resti to check out. This is not as the other website; the books will remain in the types of soft file. What advantages of you to be member of this site? Get hundred compilations of book link to download and also obtain constantly upgraded book daily. As one of the books we will present to you now is the Risk Management And Shareholders' Value In Banking, By Andrea Sironi, Andrea Resti that comes with a quite pleased idea.
There is without a doubt that book Risk Management And Shareholders' Value In Banking, By Andrea Sironi, Andrea Resti will certainly always offer you motivations. Also this is simply a publication Risk Management And Shareholders' Value In Banking, By Andrea Sironi, Andrea Resti; you could locate many categories as well as sorts of publications. From delighting to adventure to politic, and also sciences are all given. As exactly what we explain, right here we provide those all, from well-known authors and publisher in the world. This Risk Management And Shareholders' Value In Banking, By Andrea Sironi, Andrea Resti is one of the compilations. Are you interested? Take it now. Exactly how is the way? Find out more this short article!
When somebody needs to go to guide shops, search shop by shop, shelf by rack, it is extremely frustrating. This is why we offer guide compilations in this site. It will certainly relieve you to search the book Risk Management And Shareholders' Value In Banking, By Andrea Sironi, Andrea Resti as you such as. By browsing the title, author, or writers of guide you want, you can locate them promptly. At home, office, or even in your method can be all best area within internet links. If you want to download and install the Risk Management And Shareholders' Value In Banking, By Andrea Sironi, Andrea Resti, it is extremely easy then, due to the fact that now we proffer the connect to purchase as well as make bargains to download Risk Management And Shareholders' Value In Banking, By Andrea Sironi, Andrea Resti So very easy!
Curious? Obviously, this is why, we intend you to click the web link web page to see, and afterwards you could take pleasure in guide Risk Management And Shareholders' Value In Banking, By Andrea Sironi, Andrea Resti downloaded and install up until completed. You could save the soft data of this Risk Management And Shareholders' Value In Banking, By Andrea Sironi, Andrea Resti in your gadget. Obviously, you will bring the device all over, will not you? This is why, whenever you have extra time, every time you could delight in reading by soft duplicate publication Risk Management And Shareholders' Value In Banking, By Andrea Sironi, Andrea Resti
This book presents an integrated framework for risk measurement, capital management and value creation in banks. Moving from the measurement of the risks facing a bank, it defines criteria and rules to support a corporate policy aimed at maximizing shareholders' value.
Parts I - IV discuss different risk types (including interest rate, market, credit and operational risk) and how to assess the amount of capital they absorb by means of up-to-date, robust risk-measurement models. Part V surveys regulatory capital requirements: a special emphasis is given to the Basel II accord, discussing its economic foundations and managerial implications. Part VI presents models and techniques to calibrate the amount of economic capital at risk needed by the bank, to fine-tune its composition, to allocate it to risk-taking units, to estimate the "fair" return expected by shareholders, to monitor the value creation process. Risk Management and Shareholders' Value in Banking includes:
* Value at Risk, Monte Carlo models, Creditrisk+, Creditmetrics and much more
* formulae for risk-adjusted loan pricing and risk-adjusted performance measurement
* extensive, hands-on Excel examples are provided on the companion website www.wiley.com/go/rmsv
* a complete, up-to-date introduction to Basel II
* focus on capital allocation, Raroc, EVA, cost of capital and other value-creation metrics
- Original language: English
- Binding: Paperback
- 608 pages
From the Inside Flap
"I believe that this is the most comprehensive and instructive risk management book available today." - Edward I. Altman, Max L. Heine Professor of Finance, NYU Stern School of Business
"This book sets out to fill a gap in the existing literature, providing a balanced treatment of quantitative methods of measuring key financial quantitative methods of measuring key financial risks, an up-to-date presentation of the regulatory framework and capital management issues at a technical level that is suitable yet does not overburden the reader." - Klaus Duellmann, Senior Economist, Deutsche Bundesbank
"Andrea Sironi and Andrea Resti have written a very thoughtful book on the fundamental pillars of risk management, ranging from all aspects of asset and liability management to market risk, credit risk, and operational risk. The book develops particular emphasis on risk measurement, capital management, and value creation in banks and financial institutions on a sound and integrated framework. the presentation in the book is logical, systematic, and coherent. This makes the book very readable and accessible to a wide range of audience. More importantly, the book is pitched at a technical level that makes it readily accessible as a textbook or a book for self-study, something that is very lacking now in the financial industry. I have very high expectation for this book. Congratulations." - Michael K. Ong, Professor of Finance, Stuart School of Business, Illinois Institute of Technology
"Professors Sironi and Resti have both done a great job in making risk measurement and capital management concepts and techniques within the financial industry truly accessible. this book leads the reader patiently from the building blocks of risk measurement to the complex task of optimizing the use of capital by financial intermediaries, taking into account both the maximization of shareholders' value and the constraints imposed by prudential regulations." - Giovanni Carosio, Deputy Director General Banca D'Italia
From the Back Cover
This book presents an integrated framework for risk measurement, capital management and value creation in banks. Moving from the measurement of the risks facing a bank, it defines criteria and rules to support a corporate policy aimed at maximizing shareholders’ value.
Parts I – IV discuss different risk types (including interest rate, market, credit and operational risk) and how to assess the amount of capital they absorb by means of up-to-date, robust risk-measurement models. Part V surveys regulatory capital requirements: a special emphasis is given to the Basel II accord, discussing its economic foundations and managerial implications. Part VI presents models and techniques to calibrate the amount of economic capital at risk needed by the bank, to fine-tune its composition, to allocate it to risk-taking units, to estimate the “fair” return expected by shareholders, to monitor the value creation process. Risk Management and Shareholders' Value in Banking includes:
- Value at Risk, Monte Carlo models, Creditrisk+, Creditmetrics and much more
- formulae for risk-adjusted loan pricing and risk-adjusted performance measurement
- extensive, hands-on Excel examples provided in the enclosed CD
- a complete, up-to-date introduction to Basel II
- focus on capital allocation, Raroc, EVA, cost of capital and other value-creation metrics
About the Author
ANDREA RESTI, formerly an officer at one of Italy’s largest banks, has worked on Basel II issues for the Centre for European Policy Studies (Brussels). A consultant to several major banks, as well as to the Bank of Italy, he has held courses on credit risk for GARP and PRMIA.
ANDREA SIRONI, formerly with Chase Manhattan Bank in London, has been a visiting scholar at the Stern School of Business (NYU) and at the Federal Reserve Board of Governors (Washington). He is currently Dean for International Affairs at Bocconi University (Milan) and a member of the Fitch Academic Advisory Board. .
The authors are both professors of Financial Markets and Institutions at Bocconi and have been teaching banking and finance for more than 15 years. Their publications comprise many articles in major international academic journals, as well as several risk management and banking textbooks, including a best-selling title on recovery risk
Most helpful customer reviews
8 of 8 people found the following review helpful.
Great textbook for bank or portfolio risk manager
By M. Zobian
I found the book clear, concise, and comprehensive. It covers the 3 main risks in a very logical order: interest rate, market, then credit, and then finishes up with an examination of capital management. Each section starts with basic concepts then moves into greater detail (and higher mathematics). That said, you don't need to be a mathematician to buy this but I strongly recommend you are familiar with basic finance and statistics. (If you know how to calculate a Beta and a present value and you understand what a standard deviation and linear regression is, you'll comprehend 75% of the book, which is the meat of it.)
The authors are obviously experts in the field of bank and trading risk management theory. There are few errors or typos, and the charts, tables, and examples are gratifyingly simple and clear. There's even little questions and problems at the end of each chapter, with answers available on-line. That's a nice touch.
This is an MBA-class-in-a-book. I recommend it for anyone who needs to understand the basics (and the specifics) of bank/portfolio risk management.
2 of 2 people found the following review helpful.
Best book of Risk Management
By Diego
I think that Sironi and Resti did an excellent job with this book. It replaces the best book (until now) of risk management that was Bessis joel - Risk management in Banking. It has a perfect match between technical and comprehensive, its simple and complex.
The best book of Risk Management!
0 of 7 people found the following review helpful.
great book!
By Rafik Suvaryan
The book was brand new
although i was dissatisfied by the duration of long shipping(2-3 weeks)
The price did not include the shipping payment (so actually it was higher then other prices for the other sellers)
overally it was ok, with the exception of price and shipment.
Risk Management and Shareholders' Value in Banking, by Andrea Sironi, Andrea Resti PDF
Risk Management and Shareholders' Value in Banking, by Andrea Sironi, Andrea Resti EPub
Risk Management and Shareholders' Value in Banking, by Andrea Sironi, Andrea Resti Doc
Risk Management and Shareholders' Value in Banking, by Andrea Sironi, Andrea Resti iBooks
Risk Management and Shareholders' Value in Banking, by Andrea Sironi, Andrea Resti rtf
Risk Management and Shareholders' Value in Banking, by Andrea Sironi, Andrea Resti Mobipocket
Risk Management and Shareholders' Value in Banking, by Andrea Sironi, Andrea Resti Kindle
Tidak ada komentar:
Posting Komentar