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Managing bank capital : capital allocation and performance measurement. Chris Matten.

By: Material type: TextTextPublication details: New York ; Chichester : Wiley, 2000.Edition: 2nd edDescription: 350pISBN:
  • 9780471851967 (hbk.) :
  • 0471851965
Subject(s): DDC classification:
  • 332.10681 MAT
LOC classification:
  • HG1616.C34 M37 2000
Contents:
Introduction: Capital allocation in banking -- Part one: the role and definition of capital -- 1.The role of capital -- 2.Capital-based management techniques -- Part two: The treasurer's perspective -- 3.Managing the available capital base -- 4.Capital instruments -- 5.Capital allocation versus capital investment -- Part three: The regulator's perspective -- 6.Regulatory capital requirements -- 7.The Basel Accord -- 8.Current problems and future developments: towards an internal-models based approach? -- Part four: The risk manager's perspective - 9.Asset volatility as a capital allocation tool -- 10.Modelling market risk -- 11.Modelling credt risk -- 12.Modelling operational and other risks -- Part five: The shareholder's perspective -- 13.Earnings-at-risk as a capital allocation tool -- 14.Modelling earnings-at-risk -- Part six: An holistic approach to capital management -- 15.Implementing capital allocation policies and procedures -- 16.Economic profit and shareholder value -- 17.Determining the cost of capital: a stock market perspective -- 18.Practical issues in implementation.
Summary: This work explains the proven techiques available in the management of bank capital which help to minimise risk and maximise shareholder value by prudent allocation of capital and effective measurement of its performance.
Holdings
Item type Current library Call number Copy number Status Date due Barcode
Long Loan TUS: Midlands, Main Library Athlone General Lending 332.10681 MAT (Browse shelf(Opens below)) 1 Available 00211160

Previous ed.: 1996.

Includes bibliographical references and index.

Introduction: Capital allocation in banking -- Part one: the role and definition of capital -- 1.The role of capital -- 2.Capital-based management techniques -- Part two: The treasurer's perspective -- 3.Managing the available capital base -- 4.Capital instruments -- 5.Capital allocation versus capital investment -- Part three: The regulator's perspective -- 6.Regulatory capital requirements -- 7.The Basel Accord -- 8.Current problems and future developments: towards an internal-models based approach? -- Part four: The risk manager's perspective - 9.Asset volatility as a capital allocation tool -- 10.Modelling market risk -- 11.Modelling credt risk -- 12.Modelling operational and other risks -- Part five: The shareholder's perspective -- 13.Earnings-at-risk as a capital allocation tool -- 14.Modelling earnings-at-risk -- Part six: An holistic approach to capital management -- 15.Implementing capital allocation policies and procedures -- 16.Economic profit and shareholder value -- 17.Determining the cost of capital: a stock market perspective -- 18.Practical issues in implementation.

This work explains the proven techiques available in the management of bank capital which help to minimise risk and maximise shareholder value by prudent allocation of capital and effective measurement of its performance.

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