Risk management and shareholders' value in banking: from risk measurement models to capital allocation policies
Auteur :
Sironi, Andrea / Resti, Andrea
Éditeur :
John Wiley & Sons Inc
ISBN :
9780470029787
Date de publication :
4 avr. 2007
Dimensions :
25,2 x 17,8 x 4,9 cm
Poids :
1488 g
Langue :
Anglais
Pays d'origine :
USA
Risk Management and Shareholders' Value in Banking covers all main aspects of risk management, capital management and value creation for financial institutions; it is structured in six parts. Part One covers the measurement and management of the interest rate risk on all assets and liabilities of a banking institution.