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Value at risk and bank capital management

Saita, Francesco.

Value at risk and bank capital management [electronic resource] / Subtitle on cover: Risk adjusted performances, capital management and capital allocation decision making Francesco Saita. - Amsterdam ; Boston : Elsevier Academic Press, c2007. - xvi, 259 p. : ill. - Academic Press advanced finance series . - Academic Press advanced finance series. .

Includes bibliographical references and index.


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2009.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.




Bank capital.
Banks and banking--Risk management.


Electronic books.

HG1616.C34 / S258 2007eb

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