Managing bank capital: capital allocation and performance measurement
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Chichester [u.a.]
Wiley
2000
|
| Edition: | 2. ed. |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XI, 341 S. graph. Darst. |
| ISBN: | 0471851965 |
Staff View
MARC
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| 245 | 1 | 0 | |a Managing bank capital |b capital allocation and performance measurement |c Chris Matten |
| 250 | |a 2. ed. | ||
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| 300 | |a XI, 341 S. |b graph. Darst. | ||
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| 650 | 4 | |a Capital bancario - Administración | |
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Record in the Search Index
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| adam_text | Contents Preface vii
Acknowledgements x
Introduction: Capital Allocation in Banking 1
PART ONE: The Role and Definition of Capital 9
1 The Role of Capital 11
2 Capital Based Management Techniques 29
PART TWO: The Treasurer s Perspective 41
3 Managing the Available Capital Base 43
4 Capital Instruments 55
5 Capital Allocation versus Capital Investment 69
PART THREE: The Regulator s Perspective 79
6 Regulatory Capital Requirements 81
7 The Basel Accord 95
8 Current Problems and Future Developments: Towards an
Internal Models Based Approach? 123
PART FOUR: The Risk Manager s Perspective 143
9 Asset Volatility as a Capital Allocation Tool 145
10 Modelling Market Risk 167
11 Modelling Credit Risk 185
12 Modelling Operational and Other Risks 208
vi Contents
PART FIVE: The Shareholder s Perspective 217
13 Earnings at Risk as a Capital Allocation Tool 219
14 Modelling Earnings at Risk 231
PART SIX: An Holistic Approach to Capital Management 251
15 Implementing Capital Allocation Policies and Procedures 253
16 Economic Profit and Shareholder Value 267
17 Determining the Cost of Capital: A Stock Market Perspective 285
18 Practical Issues in Implementation 297
19 Conclusion 314
Glossary of Terms 331
Index 337
|
| any_adam_object | 1 |
| author | Matten, Chris |
| author_facet | Matten, Chris |
| author_role | aut |
| author_sort | Matten, Chris |
| author_variant | c m cm |
| building | Verbundindex |
| bvnumber | BV013097357 |
| classification_rvk | QK 300 QK 320 |
| ctrlnum | (OCoLC)318240146 (DE-599)BVBBV013097357 |
| dewey-full | 332.10681 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.10681 |
| dewey-search | 332.10681 |
| dewey-sort | 3332.10681 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 2. ed. |
| format | Book |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T18:38:59Z |
| institution | BVB |
| isbn | 0471851965 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008921112 |
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| physical | XI, 341 S. graph. Darst. |
| publishDate | 2000 |
| publishDateSearch | 2000 |
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| publisher | Wiley |
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| spelling | Matten, Chris Verfasser aut Managing bank capital capital allocation and performance measurement Chris Matten 2. ed. Chichester [u.a.] Wiley 2000 XI, 341 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Administración de activo-pasivo Administración de riesgos Asignación de activos Capital bancario - Administración Inversiones bancarias Bank (DE-588)4004436-1 gnd rswk-swf Kapitalallokation (DE-588)4280832-7 gnd rswk-swf Shareholder-Value-Analyse (DE-588)4353913-0 gnd rswk-swf Bank (DE-588)4004436-1 s Kapitalallokation (DE-588)4280832-7 s Shareholder-Value-Analyse (DE-588)4353913-0 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008921112&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Matten, Chris Managing bank capital capital allocation and performance measurement Administración de activo-pasivo Administración de riesgos Asignación de activos Capital bancario - Administración Inversiones bancarias Bank (DE-588)4004436-1 gnd Kapitalallokation (DE-588)4280832-7 gnd Shareholder-Value-Analyse (DE-588)4353913-0 gnd |
| subject_GND | (DE-588)4004436-1 (DE-588)4280832-7 (DE-588)4353913-0 |
| title | Managing bank capital capital allocation and performance measurement |
| title_auth | Managing bank capital capital allocation and performance measurement |
| title_exact_search | Managing bank capital capital allocation and performance measurement |
| title_full | Managing bank capital capital allocation and performance measurement Chris Matten |
| title_fullStr | Managing bank capital capital allocation and performance measurement Chris Matten |
| title_full_unstemmed | Managing bank capital capital allocation and performance measurement Chris Matten |
| title_short | Managing bank capital |
| title_sort | managing bank capital capital allocation and performance measurement |
| title_sub | capital allocation and performance measurement |
| topic | Administración de activo-pasivo Administración de riesgos Asignación de activos Capital bancario - Administración Inversiones bancarias Bank (DE-588)4004436-1 gnd Kapitalallokation (DE-588)4280832-7 gnd Shareholder-Value-Analyse (DE-588)4353913-0 gnd |
| topic_facet | Administración de activo-pasivo Administración de riesgos Asignación de activos Capital bancario - Administración Inversiones bancarias Bank Kapitalallokation Shareholder-Value-Analyse |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008921112&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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