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[null,"1.","Record Nr.",null,"UNINA9910830533203321"]
[null,null,"Autore",null,"Piper Ben"]
[null,null,"Titolo",null,"AWS certified cloud practitioner study guide : CLF-C01 exam / / Ben Piper, David Clinton"]
[null,null,"Pubbl/distr/stampa",null,"Indianapolis, Indiana : , : SYBEX, , 2019"]
[null,null,"ISBN",null,"1-119-49069-3"]
[{"$nulls":4},"1-119-57440-4"]
[null,null,"Descrizione fisica",null,"1 online resource (307 pages)"]
[null,null,"Disciplina",null,"005.8"]
[null,null,"Soggetti",null,"Computer networks - Security measures - Examinations"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,"2.","Record Nr.",null,"UNINA9910877785503321"]
[null,null,"Autore",null,"Sironi Andrea"]
[null,null,"Titolo",null,"Risk management and shareholders' value in banking : from risk measurement models to capital allocation policies / / Andrea Sironi and Andrea Resti"]
[null,null,"Pubbl/distr/stampa",null,"Chichester, West Sussex, [England] ; ; Hoboken, NJ, : Wiley, c2007"]
[null,null,"ISBN",null,"9786610855919"]
[{"$nulls":4},"9781118371886"]
[{"$nulls":4},"1118371887"]
[{"$nulls":4},"9781280855917"]
[{"$nulls":4},"1280855916"]
[{"$nulls":4},"9780470510735"]
[{"$nulls":4},"0470510730"]
[null,null,"Descrizione fisica",null,"1 online resource (810 p.)"]
[null,null,"Collana",null,"The Wiley Finance Series ; ; v.417"]
[null,null,"Disciplina",null,"332.10681"]
[null,null,"Soggetti",null,"Asset-liability management"]
[{"$nulls":4},"Bank management"]
[{"$nulls":4},"Banks and banking - Valuation"]
[{"$nulls":4},"Financial institutions - Valuation"]
[{"$nulls":4},"Risk management"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references p. [759]-770 and index."]
[null,null,"Nota di contenuto",null,"Risk Management and Shareholders' Value in Banking; Contents; Foreword; Motivation and Scope of this Book: A Quick Guided Tour; PART I INTEREST RATE RISK; Introduction to Part I; 1 The Repricing Gap Model; 1.1 Introduction; 1.2 The gap concept; 1.3 The maturity-adjusted gap; 1.4 Marginal and cumulative gaps; 1.5 The limitations of the repricing gap model; 1.6 Some possible solutions; 1.6.1 Non-uniform rate changes: the standardized gap; 1.6.2 Changes in rates of on-demand instruments; 1.6.3 Price and quantity interaction; 1.6.4 Effects on the value of assets and liabilities"]
[{"$nulls":4},"Selected Questions and ExercisesAppendix 1A The Term Structure of Interest Rates; Appendix 1B Forward Rates; 2 The Duration Gap Model; 2.1 Introduction; 2.2 Towards mark-to-market accounting; 2.3 The duration of financial instruments; 2.3.1 Duration as a weighted average of maturities; 2.3.2 Duration as an indicator of sensitivity to interest "]
[{"$nulls":4},"rates changes; 2.3.3 The properties of duration; 2.4 Estimating the duration gap; 2.5 Problems of the duration gap model; Selected Questions and Exercises; Appendix 2A The Limits of Duration; 3 Models Based on Cash-Flow Mapping; 3.1 Introduction"]
[{"$nulls":4},"3.2 The objectives of cash-flow mapping and term structure3.3 Choosing the vertices of the term structure; 3.4 Techniques based on discrete intervals; 3.4.1 The duration intervals method; 3.4.2 The modified residual life method; 3.4.3 The Basel Committee Method; 3.5 Clumping; 3.5.1 Structure of the methodology; 3.5.2 An example; 3.5.3 Clumping on the basis of price volatility; 3.6 Concluding comments; Selected Questions and Exercises; Appendix 3A Estimating the Zero-Coupon Curve; 4 Internal Transfer Rates; 4.1 Introduction; 4.2 Building an ITR system: a simplified example"]
[{"$nulls":4},"4.3 Single and multiple ITRs4.4 Setting internal interest transfer rates; 4.4.1 ITRs for fixed-rate transactions; 4.4.2 ITRs for floating-rate transactions; 4.4.3 ITRs for transactions indexed at \"non-market\" rates; 4.5 ITRs for transactions with embedded options; 4.5.1 Option to convert from fixed to floating rate; 4.5.2 Floating rate loan subject to a cap; 4.5.3 Floating rate loan subject to a floor; 4.5.4 Floating rate loan subject to both a floor and a cap; 4.5.5 Option for early repayment; 4.6 Summary: the ideal features of an ITR system; Selected Questions and Exercises"]
[{"$nulls":4},"Appendix 4A Derivative Contracts on Interest RatesPART II MARKET RISKS; Introduction to Part II; 5 The Variance-Covariance Approach; 5.1 Introduction; 5.2 VaR derivation assuming normal return distribution; 5.2.1 A simplified example; 5.2.2 Confidence level selection; 5.2.3 Selection of the time horizon; 5.3 Sensitivity of portfolio positions to market factors; 5.3.1 A more general example; 5.3.2 Portfolio VaR; 5.3.3 Delta-normal and asset-normal approaches; 5.4 Mapping of risk positions; 5.4.1 Mapping of foreign currency bonds; 5.4.2 Mapping of forward currency positions"]
[{"$nulls":4},"5.4.3 Mapping of forward rate agreements"]
[null,null,null,"Sommario/riassunto","This book presents an integrated framework for risk measurement, capital management and value creation in banks. Moving from the measurement of the risks facing a bank, it defines criteria and rules to support a corporate policy aimed at maximizing shareholders' value.Parts I - IV discuss different risk types (including interest rate, market, credit and operational risk) and how to assess the amount of capital they absorb by means of up-to-date, robust risk-measurement models. Part V surveys regulatory capital requirements: a special emphasis is given to the Basel II accord, discus"]