Value at Risk and Bank Capital Management

Francesco Saita

Argues that even though risk measurement techniques have greatly improved for market, credit and operational risk, capital management and capital allocation decisions are far from becoming purely technical and mechanical. This book contains analysis of technical VaR measures.
  • Limba : Engleza
  • Data Publicarii : 29 Mar 2007
  • Format : Hardback
  • Numar pagini : 280
  • ISBN : 9780123694669
Rating:
443.99 Lei
Disponibilitate : La comanda

Stocul este limitat la furnizorii nostri. Disponibilitatea si termenul de livrare va vor fi comunicate telefonic in maxim 48 de ore. Puteti anula comanda in cazul in care informatiile furnizate nu va sunt convenabile.