| 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 |
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