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Managing bank capital : capital allocation and performance measurement 2nd ed

Managing bank capital : capital allocation and performance measurement 2nd ed (Loan 1 times)

Material type
단행본
Personal Author
Matten, Chris.
Title Statement
Managing bank capital : capital allocation and performance measurement / Chris Matten.
판사항
2nd ed.
Publication, Distribution, etc
Chichester, West Sussex, UK ;   New York :   Wiley,   2000.  
Physical Medium
xi, 341 p. : ill. ; 24 cm.
ISBN
0471851965
Bibliography, Etc. Note
Includes bibliographical references and index.
Subject Added Entry-Topical Term
Bank capital -- Management. Bank investments. Asset allocation. Asset-liability management. Risk management.
000 01049camuu22003134a 4500
001 000000799523
005 20021230173051
008 991122s2000 enka b 001 0 eng
010 ▼a 99059514
020 ▼a 0471851965
040 ▼a DLC ▼c DLC ▼d UKM ▼d C#P ▼d OCLCQ ▼d 211009
042 ▼a pcc
049 1 ▼l 111229367
050 0 0 ▼a HG1616.C34 ▼b M37 2000
082 0 0 ▼a 332.1/068/1 ▼2 21
090 ▼a 332.1068 ▼b M435m2
100 1 ▼a Matten, Chris.
245 1 0 ▼a Managing bank capital : ▼b capital allocation and performance measurement / ▼c Chris Matten.
250 ▼a 2nd ed.
260 ▼a Chichester, West Sussex, UK ; ▼a New York : ▼b Wiley, ▼c 2000.
300 ▼a xi, 341 p. : ▼b ill. ; ▼c 24 cm.
504 ▼a Includes bibliographical references and index.
650 0 ▼a Bank capital ▼x Management.
650 0 ▼a Bank investments.
650 0 ▼a Asset allocation.
650 0 ▼a Asset-liability management.
650 0 ▼a Risk management.

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.1068 M435m2 Accession No. 111229367 Availability Available Due Date Make a Reservation Service B M

Contents information

Table of Contents


CONTENTS

Preface = ⅶ

Acknowledgments = 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 and 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

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



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