Economic Capital PDF Download

Economic Capital PDF
Author: Pieter Klaassen
Publisher: Elsevier
ISBN: 9780080956800
Size: 58.90 MB
Format: PDF, ePub, Docs
Category : Business & Economics
Languages : en
Pages : 304
View: 5157

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Economic Capital Book Description:

Managers can deploy and manage economic capital more effectively when they understand how their decisions add value to their organizations. Economic Capital: How It Works and What Every Manager Needs to Know presents new ways to define, measure, and implement management strategies by using recent examples, many from the sub-prime crisis. The authors also discuss the role of economic capital within the broader context of management responsibilities and activities as well as its relation to other risk management tools that are available to the modern risk manager. Explains ways to use economic capital in balancing risk and return Evaluates solutions to problems encountered in establishing an economic capital framework Emphasizes intuition Draws special attention to embedding risk modelling approaches within economic capital frameworks

Economic Capital Allocation With Basel Ii PDF Download

Economic Capital Allocation with Basel II PDF
Author: Dimitris N. Chorafas
Publisher: Elsevier
ISBN: 9780080472560
Size: 69.51 MB
Format: PDF, Kindle
Category : Business & Economics
Languages : en
Pages : 448
View: 155

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Economic Capital Allocation With Basel Ii Book Description:

This book is a complimentary follow-on book to Operational Risk Control with Basel II. While the previous book focuses on operational risk, Economic Capital Allocation provides an overview of credit risk within the context of the Basel II accords. The book provides: * comprehensive coverage of the evolution of the banking industry with Basel II in mind * extensive information on the capital requirements for bank liquidity and solvency * coverage of the new rules as laid down by the supervisory authorities of the Group of Ten industrialized nations * key information on the technical requirements for credit institutions such as: new credit rating scales, modeling of credit risk, control of operational risks, and, novel ways and means for the management of exposure to Credit Risk * Basel II accords must be implemented by 2006 and require 2 years preparation for proper implementation * Author at the forefront in the development of the Basel II Capital Adequacy Accord * Based on intensive research in the US, UK and continental Europe

The Impact Of Forms Of Capital On Corporate Entrepreneurship In State Owned Enterprises PDF Download

The impact of forms of capital on Corporate Entrepreneurship in State Owned Enterprises PDF
Author: Phelelani Mpanza
Publisher: Club Readership
ISBN: 6139847427
Size: 40.91 MB
Format: PDF, Mobi
Category :
Languages : en
Pages :
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The Impact Of Forms Of Capital On Corporate Entrepreneurship In State Owned Enterprises Book Description:

The book explores how three forms of entrepreneurial capital (Economic capital, Human capital and Social Capital) can be adopted by SA SOEs as a growth strategy to become more innovative to compete effectively in dynamic and rapidly changing markets. SOEs play a critical role in the economic pursuit of advancing economic growth and developmental objectives of the country. The book give theoretical and empirical evidence on the on the role each form of capital play in the pursuit for growing an established business. The book is ideal for any postgraduate students in commerce, policy makers and business person.

The Oxford Handbook Of The Economics Of Central Banking PDF Download

The Oxford Handbook of the Economics of Central Banking PDF
Author: David G. Mayes
Publisher: Oxford Handbooks
ISBN: 0190626194
Size: 39.77 MB
Format: PDF, Mobi
Category : Business & Economics
Languages : en
Pages : 792
View: 7471

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The Oxford Handbook Of The Economics Of Central Banking Book Description:

"The Handbook reflects the state of the art in the theory and practice of central banking. It covers all the essential areas that have come under scrutiny since the global financial crisis of 2007-9"--

Aligning The Economic Capital Of Model Risk With The Strategic Objectives Of An Enterprise PDF Download

Aligning the Economic Capital of Model Risk with the Strategic Objectives of an Enterprise PDF
Author: Hopolang Phillip Mashele
Publisher:
ISBN:
Size: 33.76 MB
Format: PDF, Kindle
Category : Electronic dissertations
Languages : en
Pages : 200
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Aligning The Economic Capital Of Model Risk With The Strategic Objectives Of An Enterprise Book Description:

Uncertainties -- Enterprise risk management -- Model risk management -- Credit risk management -- Market risk management -- Operational risk management -- Regulatory capital -- Economic capital -- Value-at-risk -- Expected shortfall -- Copula -- Strategic management.

Bank And Insurance Capital Management PDF Download

Bank and Insurance Capital Management PDF
Author: Frans de Weert
Publisher: John Wiley & Sons
ISBN: 0470971649
Size: 25.89 MB
Format: PDF, Kindle
Category : Business & Economics
Languages : en
Pages : 352
View: 351

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Bank And Insurance Capital Management Book Description:

In the aftermath of the financial crisis, capital management has become a critical factor in value creation for banks and other financial institutions. Although complex and subject to regulatory change, the strategic importance of capital management became apparent during the crisis and has moved the subject to the top of corporate agendas. Bank and Insurance Capital Management is an essential guide to help banks and insurance companies understand and manage their capital position. Bridging the gap between theory and practice, it provides proven techniques for managing bank capital, as well as explaining key capital management perspectives, including accounting, regulatory, risk and capital management and corporate finance. It also shows how to analyze a firm's stakeholders such as depositors, policy holders, debt holders and shareholders, and manage their expectations, and how to align risk and capital management so as to best optimize the return on capital and preserve capital in periods of stress. Economic capital is also discussed in depth, as are the practicalities of bank and insurance M&A, and the book also shows how financial innovations can be used to optimise the capital position and how diversification effects are reflected in the capital position. This book will arm readers with the knowledge and skills needed to understand how capital management can improve capital structure and performance, achieving an optimal cost of, and return on capital, creating value as a result.

Risk Management And Value Creation In Financial Institutions PDF Download

Risk Management and Value Creation in Financial Institutions PDF
Author: Gerhard Schroeck
Publisher: John Wiley & Sons
ISBN: 0471429740
Size: 47.24 MB
Format: PDF
Category : Business & Economics
Languages : en
Pages : 332
View: 5007

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Risk Management And Value Creation In Financial Institutions Book Description:

An analysis of the links between risk management and value creation Risk Management and Value Creation in Financial Institutions explores a variety of methods that can be utilized to create economic value at financial institutions. This invaluable resource shows how banks can use risk management to create value for shareholders, addresses the advantages of risk-adjusted return on capital (RAROC) measures, and develops the foundations for a model to identify comparative advantages that emerge as a result of risk-management decisions. It is the only book needed for banking executives interested in the relationship between risk management and value creation.

Risk Management PDF Download

Risk Management PDF
Author: Michael Frenkel
Publisher: Springer Science & Business Media
ISBN: 9783540226826
Size: 36.35 MB
Format: PDF, Mobi
Category : Business & Economics
Languages : en
Pages : 838
View: 3909

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Risk Management Book Description:

Dealing with all aspects of risk management that have undergone significant innovation in recent years, this book aims at being a reference work in its field. Different to other books on the topic, it addresses the challenges and opportunities facing the different risk management types in banks, insurance companies, and the corporate sector. Due to the rising volatility in the financial markets as well as political and operational risks affecting the business sector in general, capital adequacy rules are equally important for non-financial companies. For the banking sector, the book emphasizes the modifications implied by the Basel II proposal. The volume has been written for academics as well as practitioners, in particular finance specialists. It is unique in bringing together such a wide array of experts and correspondingly offers a complete coverage of recent developments in risk management.