Economic capital: how it works and what every manager needs to know
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Burlington, MA
Elsevier Finance
2009
|
| Schriftenreihe: | Elsevier finance
|
| Schlagworte: | |
| Online-Zugang: | FUBA1 Volltext |
| Beschreibung: | Includes bibliographical references and index Economic Capital: How It Works and What Every Manager Needs to Know clarifies how economic capital can be defined, measured, and implemented in a manner that adds value to an organization. It does so in a way that is accessible to a broad audience, including senior managers of financial institutions, supervisors, analysts, and risk modelers. The book illustrates main concepts and choices with many examples and actual events in financial markets, including those in the recent sub-prime crisis. The authors also discuss the role of economic capital within the broader context of management responsibilities and activities, and its relation to other risk management tools that are available to the modern risk manager. Takes a managerial view on economic capital in relation to capital adequacy, risk management, and performance management, which aids management understanding of how risk modelling and economic capital can help to control risk and balance risk and return. Presents real dilemmas and discusses possible solutions when setting up an economic capital framework in an institution, which helps managers to make informed choices for a consistent and effective risk and performance framework within their institution. The Non-mathematical and intuitive discussion of topics that are otherwise the exclusive domain of mathematicians creates a book that is accessible to a broad audience in financial sector, from managers and supervisors who want to understand and control the risk models that financial institutions use, to analysts and modelers. Structured and complete discussion of all relevant aspects of economic capital, from purpose and definition to measurement, implementation, and use can be utilized as a source of reference for discussions between managers, supervisors and modelers. Illustrations with many actual events from the sub-prime and other financial crisis explain what risks caused these crises and how risk models and managers can identify these risks and reflect them in an economic capital framework. Contains description of risk modelling approaches for a large number of risks, which enables consistent risk modelling for large number of risks within an economic capital framework |
| Beschreibung: | 1 Online-Ressource (285 S.) graph. Darst. |
| ISBN: | 9780080956800 0080956807 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV042309683 | ||
| 003 | DE-604 | ||
| 005 | 20210430 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 150129s2009 |||| o||u| ||||||eng d | ||
| 020 | |a 9780080956800 |c electronic bk. |9 978-0-08-095680-0 | ||
| 020 | |a 0080956807 |c electronic bk. |9 0-08-095680-7 | ||
| 024 | 7 | |a 10.1016/B978-0-12-374901-7.X0001-X |2 doi | |
| 035 | |a (OCoLC)424595744 | ||
| 035 | |a (DE-599)BVBBV042309683 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-1046 |a DE-188 | ||
| 082 | 0 | |a 332.1068/1 |2 22 | |
| 100 | 1 | |a Klaassen, Pieter |e Verfasser |0 (DE-588)171392701 |4 aut | |
| 245 | 1 | 0 | |a Economic capital |b how it works and what every manager needs to know |c Pieter Klaassen, Idzard van Eeghen |
| 264 | 1 | |a Burlington, MA |b Elsevier Finance |c 2009 | |
| 300 | |a 1 Online-Ressource (285 S.) |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Elsevier finance | |
| 500 | |a Includes bibliographical references and index | ||
| 500 | |a Economic Capital: How It Works and What Every Manager Needs to Know clarifies how economic capital can be defined, measured, and implemented in a manner that adds value to an organization. It does so in a way that is accessible to a broad audience, including senior managers of financial institutions, supervisors, analysts, and risk modelers. The book illustrates main concepts and choices with many examples and actual events in financial markets, including those in the recent sub-prime crisis. The authors also discuss the role of economic capital within the broader context of management responsibilities and activities, and its relation to other risk management tools that are available to the modern risk manager. Takes a managerial view on economic capital in relation to capital adequacy, risk management, and performance management, which aids management understanding of how risk modelling and economic capital can help to control risk and balance risk and return. | ||
| 500 | |a Presents real dilemmas and discusses possible solutions when setting up an economic capital framework in an institution, which helps managers to make informed choices for a consistent and effective risk and performance framework within their institution. The Non-mathematical and intuitive discussion of topics that are otherwise the exclusive domain of mathematicians creates a book that is accessible to a broad audience in financial sector, from managers and supervisors who want to understand and control the risk models that financial institutions use, to analysts and modelers. Structured and complete discussion of all relevant aspects of economic capital, from purpose and definition to measurement, implementation, and use can be utilized as a source of reference for discussions between managers, supervisors and modelers. | ||
| 500 | |a Illustrations with many actual events from the sub-prime and other financial crisis explain what risks caused these crises and how risk models and managers can identify these risks and reflect them in an economic capital framework. Contains description of risk modelling approaches for a large number of risks, which enables consistent risk modelling for large number of risks within an economic capital framework | ||
| 650 | 4 | |a Bank capital. Bank management. Banks and banking / Risk management | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Banks & Banking |2 bisacsh | |
| 650 | 4 | |a Bank | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Bank capital | |
| 650 | 4 | |a Bank management | |
| 650 | 4 | |a Banks and banking |x Risk management | |
| 650 | 0 | 7 | |a Bankgeschäft |0 (DE-588)4112667-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kreditwesen |0 (DE-588)4032950-1 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Kreditwesen |0 (DE-588)4032950-1 |D s |
| 689 | 0 | 1 | |a Bankgeschäft |0 (DE-588)4112667-1 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Van Eeghen, Idzard |e Verfasser |0 (DE-588)109568566X |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 978-0-12-374901-7 |w (DE-604)BV035962853 |
| 856 | 4 | 0 | |u http://www.sciencedirect.com/science/book/9780123749017 |x Verlag |3 Volltext |
| 912 | |a ZDB-33-ESD |a ZDB-33-EBS | ||
| 940 | 1 | |q FAW_PDA_ESD | |
| 940 | 1 | |q FLA_PDA_ESD | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-027746675 | ||
| 966 | e | |u http://www.sciencedirect.com/science/book/9780123749017 |l FUBA1 |p ZDB-33-ESD |q ZDB-33-ESD 2010 |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804152897414365184 |
|---|---|
| any_adam_object | |
| author | Klaassen, Pieter Van Eeghen, Idzard |
| author_GND | (DE-588)171392701 (DE-588)109568566X |
| author_facet | Klaassen, Pieter Van Eeghen, Idzard |
| author_role | aut aut |
| author_sort | Klaassen, Pieter |
| author_variant | p k pk e i v ei eiv |
| building | Verbundindex |
| bvnumber | BV042309683 |
| collection | ZDB-33-ESD ZDB-33-EBS |
| ctrlnum | (OCoLC)424595744 (DE-599)BVBBV042309683 |
| dewey-full | 332.1068/1 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.1068/1 |
| dewey-search | 332.1068/1 |
| dewey-sort | 3332.1068 11 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>04390nmm a2200577zc 4500</leader><controlfield tag="001">BV042309683</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20210430 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">150129s2009 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780080956800</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-0-08-095680-0</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0080956807</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">0-08-095680-7</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1016/B978-0-12-374901-7.X0001-X</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)424595744</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042309683</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-1046</subfield><subfield code="a">DE-188</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.1068/1</subfield><subfield code="2">22</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Klaassen, Pieter</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)171392701</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Economic capital</subfield><subfield code="b">how it works and what every manager needs to know</subfield><subfield code="c">Pieter Klaassen, Idzard van Eeghen</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Burlington, MA</subfield><subfield code="b">Elsevier Finance</subfield><subfield code="c">2009</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (285 S.)</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Elsevier finance</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Economic Capital: How It Works and What Every Manager Needs to Know clarifies how economic capital can be defined, measured, and implemented in a manner that adds value to an organization. It does so in a way that is accessible to a broad audience, including senior managers of financial institutions, supervisors, analysts, and risk modelers. The book illustrates main concepts and choices with many examples and actual events in financial markets, including those in the recent sub-prime crisis. The authors also discuss the role of economic capital within the broader context of management responsibilities and activities, and its relation to other risk management tools that are available to the modern risk manager. Takes a managerial view on economic capital in relation to capital adequacy, risk management, and performance management, which aids management understanding of how risk modelling and economic capital can help to control risk and balance risk and return. </subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Presents real dilemmas and discusses possible solutions when setting up an economic capital framework in an institution, which helps managers to make informed choices for a consistent and effective risk and performance framework within their institution. The Non-mathematical and intuitive discussion of topics that are otherwise the exclusive domain of mathematicians creates a book that is accessible to a broad audience in financial sector, from managers and supervisors who want to understand and control the risk models that financial institutions use, to analysts and modelers. Structured and complete discussion of all relevant aspects of economic capital, from purpose and definition to measurement, implementation, and use can be utilized as a source of reference for discussions between managers, supervisors and modelers. </subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Illustrations with many actual events from the sub-prime and other financial crisis explain what risks caused these crises and how risk models and managers can identify these risks and reflect them in an economic capital framework. Contains description of risk modelling approaches for a large number of risks, which enables consistent risk modelling for large number of risks within an economic capital framework</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Bank capital. Bank management. Banks and banking / Risk management</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Banks & Banking</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Bank</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Bank capital</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Bank management</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Banks and banking</subfield><subfield code="x">Risk management</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Bankgeschäft</subfield><subfield code="0">(DE-588)4112667-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kreditwesen</subfield><subfield code="0">(DE-588)4032950-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Kreditwesen</subfield><subfield code="0">(DE-588)4032950-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Bankgeschäft</subfield><subfield code="0">(DE-588)4112667-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Van Eeghen, Idzard</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)109568566X</subfield><subfield code="4">aut</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe</subfield><subfield code="z">978-0-12-374901-7</subfield><subfield code="w">(DE-604)BV035962853</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://www.sciencedirect.com/science/book/9780123749017</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-33-ESD</subfield><subfield code="a">ZDB-33-EBS</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">FAW_PDA_ESD</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">FLA_PDA_ESD</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-027746675</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://www.sciencedirect.com/science/book/9780123749017</subfield><subfield code="l">FUBA1</subfield><subfield code="p">ZDB-33-ESD</subfield><subfield code="q">ZDB-33-ESD 2010</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV042309683 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:18:01Z |
| institution | BVB |
| isbn | 9780080956800 0080956807 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027746675 |
| oclc_num | 424595744 |
| open_access_boolean | |
| owner | DE-1046 DE-188 |
| owner_facet | DE-1046 DE-188 |
| physical | 1 Online-Ressource (285 S.) graph. Darst. |
| psigel | ZDB-33-ESD ZDB-33-EBS FAW_PDA_ESD FLA_PDA_ESD ZDB-33-ESD ZDB-33-ESD 2010 |
| publishDate | 2009 |
| publishDateSearch | 2009 |
| publishDateSort | 2009 |
| publisher | Elsevier Finance |
| record_format | marc |
| series2 | Elsevier finance |
| spelling | Klaassen, Pieter Verfasser (DE-588)171392701 aut Economic capital how it works and what every manager needs to know Pieter Klaassen, Idzard van Eeghen Burlington, MA Elsevier Finance 2009 1 Online-Ressource (285 S.) graph. Darst. txt rdacontent c rdamedia cr rdacarrier Elsevier finance Includes bibliographical references and index Economic Capital: How It Works and What Every Manager Needs to Know clarifies how economic capital can be defined, measured, and implemented in a manner that adds value to an organization. It does so in a way that is accessible to a broad audience, including senior managers of financial institutions, supervisors, analysts, and risk modelers. The book illustrates main concepts and choices with many examples and actual events in financial markets, including those in the recent sub-prime crisis. The authors also discuss the role of economic capital within the broader context of management responsibilities and activities, and its relation to other risk management tools that are available to the modern risk manager. Takes a managerial view on economic capital in relation to capital adequacy, risk management, and performance management, which aids management understanding of how risk modelling and economic capital can help to control risk and balance risk and return. Presents real dilemmas and discusses possible solutions when setting up an economic capital framework in an institution, which helps managers to make informed choices for a consistent and effective risk and performance framework within their institution. The Non-mathematical and intuitive discussion of topics that are otherwise the exclusive domain of mathematicians creates a book that is accessible to a broad audience in financial sector, from managers and supervisors who want to understand and control the risk models that financial institutions use, to analysts and modelers. Structured and complete discussion of all relevant aspects of economic capital, from purpose and definition to measurement, implementation, and use can be utilized as a source of reference for discussions between managers, supervisors and modelers. Illustrations with many actual events from the sub-prime and other financial crisis explain what risks caused these crises and how risk models and managers can identify these risks and reflect them in an economic capital framework. Contains description of risk modelling approaches for a large number of risks, which enables consistent risk modelling for large number of risks within an economic capital framework Bank capital. Bank management. Banks and banking / Risk management BUSINESS & ECONOMICS / Banks & Banking bisacsh Bank Wirtschaft Bank capital Bank management Banks and banking Risk management Bankgeschäft (DE-588)4112667-1 gnd rswk-swf Kreditwesen (DE-588)4032950-1 gnd rswk-swf Kreditwesen (DE-588)4032950-1 s Bankgeschäft (DE-588)4112667-1 s DE-604 Van Eeghen, Idzard Verfasser (DE-588)109568566X aut Erscheint auch als Druck-Ausgabe 978-0-12-374901-7 (DE-604)BV035962853 http://www.sciencedirect.com/science/book/9780123749017 Verlag Volltext |
| spellingShingle | Klaassen, Pieter Van Eeghen, Idzard Economic capital how it works and what every manager needs to know Bank capital. Bank management. Banks and banking / Risk management BUSINESS & ECONOMICS / Banks & Banking bisacsh Bank Wirtschaft Bank capital Bank management Banks and banking Risk management Bankgeschäft (DE-588)4112667-1 gnd Kreditwesen (DE-588)4032950-1 gnd |
| subject_GND | (DE-588)4112667-1 (DE-588)4032950-1 |
| title | Economic capital how it works and what every manager needs to know |
| title_auth | Economic capital how it works and what every manager needs to know |
| title_exact_search | Economic capital how it works and what every manager needs to know |
| title_full | Economic capital how it works and what every manager needs to know Pieter Klaassen, Idzard van Eeghen |
| title_fullStr | Economic capital how it works and what every manager needs to know Pieter Klaassen, Idzard van Eeghen |
| title_full_unstemmed | Economic capital how it works and what every manager needs to know Pieter Klaassen, Idzard van Eeghen |
| title_short | Economic capital |
| title_sort | economic capital how it works and what every manager needs to know |
| title_sub | how it works and what every manager needs to know |
| topic | Bank capital. Bank management. Banks and banking / Risk management BUSINESS & ECONOMICS / Banks & Banking bisacsh Bank Wirtschaft Bank capital Bank management Banks and banking Risk management Bankgeschäft (DE-588)4112667-1 gnd Kreditwesen (DE-588)4032950-1 gnd |
| topic_facet | Bank capital. Bank management. Banks and banking / Risk management BUSINESS & ECONOMICS / Banks & Banking Bank Wirtschaft Bank capital Bank management Banks and banking Risk management Bankgeschäft Kreditwesen |
| url | http://www.sciencedirect.com/science/book/9780123749017 |
| work_keys_str_mv | AT klaassenpieter economiccapitalhowitworksandwhateverymanagerneedstoknow AT vaneeghenidzard economiccapitalhowitworksandwhateverymanagerneedstoknow |