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Bank and insurance capital management / / Frans de Weert
| Bank and insurance capital management / / Frans de Weert |
| Autore | De Weert Frans |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Chichester [England] ; ; Hoboken, N.J., : Wiley, c2011 |
| Descrizione fisica | 1 online resource (264 p.) |
| Disciplina | 332.1068 |
| Collana | Wiley finance series |
| Soggetto topico |
Capital market
Bank capital Financial reinsurance |
| ISBN |
9786613239556
9780470971642 0470971649 9781119205838 1119205832 9781283239554 1283239558 9780470976890 0470976896 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Accounting perspective -- pt. 2. Regulatory perspective -- pt. 3. Risk and capital management perspective -- pt. 4. Corporate finance perspective. |
| Record Nr. | UNINA-9910130562503321 |
De Weert Frans
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| Chichester [England] ; ; Hoboken, N.J., : Wiley, c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Bank capital reforms : initial effects of Basel III on capital, credit, and international competitiveness : report to the Chairman, Subcommittee on Financial Institutions and Consumer Credit, Committee on Financial Services, House of Representatives
| Bank capital reforms : initial effects of Basel III on capital, credit, and international competitiveness : report to the Chairman, Subcommittee on Financial Institutions and Consumer Credit, Committee on Financial Services, House of Representatives |
| Pubbl/distr/stampa | [Washington, D.C.] : , : United States Government Accountability Office, , 2014 |
| Descrizione fisica | 1 online resource (iii, 72 pages) : color illustration |
| Soggetto topico |
Bank capital - United States
Banks and banking - State supervision - United States Bank capital Banks and banking - State supervision |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Bank capital reforms |
| Record Nr. | UNINA-9910707663803321 |
| [Washington, D.C.] : , : United States Government Accountability Office, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The capital needs of central banks / / edited by Sue Milton and Peter Sinclair
| The capital needs of central banks / / edited by Sue Milton and Peter Sinclair |
| Pubbl/distr/stampa | New York : , : Routledge, , 2011 |
| Descrizione fisica | 1 online resource (225 p.) |
| Disciplina | 332.1/1 |
| Altri autori (Persone) |
MiltonSue <1954->
SinclairP. J. N |
| Collana | Routledge international studies in money and banking |
| Soggetto topico |
Bank capital
Bank management Banks and banking, Central |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-136-89589-2
1-136-89590-6 1-282-92998-4 9786612929984 0-203-84103-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Book Cover; Title; Copyright; Contents; Figures; Tables; Contributors; Acknowledgements; Abbreviations; 1 Central banks' capital: An introduction; 2 Central bank finances and independence: How much capital should a central bank have?; 3 Central bank financial strength and macroeconomic policy performance; 4 Financing the central bank: Capital adequacy and financial independence - an accountant's perspective; 5 Securing financial independence in the legal basis of a central bank; 6 Central bank capital adequacy for central banks with or without a monetary policy
7 Exchange rate appreciation and negative central bank capital: Is there a problem?8 Central bank losses, electronic money and contestable central banking; 9 Funding models for central banks: The European Central Bank - a special case?; 10 Central bank funding models and their risk-return profile; 11 How ALM techniques can help central banks; Index |
| Record Nr. | UNINA-9910459481603321 |
| New York : , : Routledge, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The capital needs of central banks / / edited by Sue Milton and Peter Sinclair
| The capital needs of central banks / / edited by Sue Milton and Peter Sinclair |
| Pubbl/distr/stampa | New York : , : Routledge, , 2011 |
| Descrizione fisica | 1 online resource (225 p.) |
| Disciplina | 332.1/1 |
| Altri autori (Persone) |
MiltonSue <1954->
SinclairP. J. N |
| Collana | Routledge international studies in money and banking |
| Soggetto topico |
Bank capital
Bank management Banks and banking, Central |
| ISBN |
1-136-89589-2
1-136-89590-6 1-282-92998-4 9786612929984 0-203-84103-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Book Cover; Title; Copyright; Contents; Figures; Tables; Contributors; Acknowledgements; Abbreviations; 1 Central banks' capital: An introduction; 2 Central bank finances and independence: How much capital should a central bank have?; 3 Central bank financial strength and macroeconomic policy performance; 4 Financing the central bank: Capital adequacy and financial independence - an accountant's perspective; 5 Securing financial independence in the legal basis of a central bank; 6 Central bank capital adequacy for central banks with or without a monetary policy
7 Exchange rate appreciation and negative central bank capital: Is there a problem?8 Central bank losses, electronic money and contestable central banking; 9 Funding models for central banks: The European Central Bank - a special case?; 10 Central bank funding models and their risk-return profile; 11 How ALM techniques can help central banks; Index |
| Record Nr. | UNINA-9910785314803321 |
| New York : , : Routledge, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Handbook of Basel III capital : enhancing bank capital in practice / / Juan Ramirez
| Handbook of Basel III capital : enhancing bank capital in practice / / Juan Ramirez |
| Autore | Ramirez Juan <1961-> |
| Pubbl/distr/stampa | Chichester, England : , : Wiley, , 2017 |
| Descrizione fisica | 1 online resource (563 pages) : illustrations (some color), tables |
| Disciplina | 332.1068/1 |
| Collana | THEi Wiley ebooks |
| Soggetto topico |
Bank capital
Banks and banking, International International finance |
| ISBN |
1-119-33089-0
1-119-33084-X 1-119-33080-7 |
| Classificazione | 24.12.24 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910155259403321 |
|
Ramirez Juan <1961->
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| Chichester, England : , : Wiley, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Handbook of Basel III capital : enhancing bank capital in practice / / Juan Ramirez
| Handbook of Basel III capital : enhancing bank capital in practice / / Juan Ramirez |
| Autore | Ramirez Juan <1961-> |
| Pubbl/distr/stampa | Chichester, England : , : Wiley, , 2017 |
| Descrizione fisica | 1 online resource (563 pages) : illustrations (some color), tables |
| Disciplina | 332.1068/1 |
| Collana | THEi Wiley ebooks |
| Soggetto topico |
Bank capital
Banks and banking, International International finance |
| ISBN |
1-119-33089-0
1-119-33084-X 1-119-33080-7 |
| Classificazione | 24.12.24 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910810587103321 |
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Ramirez Juan <1961->
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| Chichester, England : , : Wiley, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Portfolio credit risk and macroeconomic shocks [[electronic resource] ] : applications to stress testing under data-restricted environments / / prepared by Miguel A. Segoviano Basurto and Pablo Padilla
| Portfolio credit risk and macroeconomic shocks [[electronic resource] ] : applications to stress testing under data-restricted environments / / prepared by Miguel A. Segoviano Basurto and Pablo Padilla |
| Autore | Segoviano Miguel A |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, 2006 |
| Descrizione fisica | 1 online resource (52 p.) |
| Altri autori (Persone) | PadillaPablo |
| Collana | IMF working paper |
| Soggetto topico |
Risk
Bank investments Bank loans Bank capital |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-3062-2
1-4527-6224-4 1-283-51662-4 9786613829078 1-4519-0996-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. PORTFOLIO CREDIT RISK""; ""III. PROPOSAL TO IMPROVE PORTFOLIO CREDIT RISK MEASUREMENT""; ""IV. PROPOSED PROCEDURE FOR STRESS TESTING""; ""V. STRESS TESTING: EMPIRICAL IMPLEMENTATION IN DENMARK""; ""VI. ANALYSIS OF STRESS TESTING RESULTS""; ""VII. CONCLUSIONS""; ""Appendix 1: Entropy in a Nutshell""; ""References"" |
| Record Nr. | UNINA-9910464354103321 |
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Segoviano Miguel A
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| [Washington, D.C.], : International Monetary Fund, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Portfolio Credit Risk and Macroeconomic Shocks : : Applications to Stress Testing Under Data-Restricted Environments / / Miguel Segoviano
| Portfolio Credit Risk and Macroeconomic Shocks : : Applications to Stress Testing Under Data-Restricted Environments / / Miguel Segoviano |
| Autore | Segoviano Miguel |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (52 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Risk
Bank investments Bank loans Bank capital Banks and Banking Finance: General Financial Risk Management Industries: Financial Services Money and Monetary Policy Mathematical Methods Econometric and Statistical Methods: Other Model Evaluation and Selection Optimization Techniques Programming Models Dynamic Analysis Business Fluctuations Cycles Banks Depository Institutions Micro Finance Institutions Mortgages Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill International Financial Markets Financial Institutions and Services: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Finance Financial services law & regulation Banking Monetary economics Credit risk Loans Asset valuation Stress testing Financial regulation and supervision Financial institutions Financial sector policy and analysis Asset and liability management Credit Money Financial risk management Asset-liability management Banks and banking |
| ISBN |
1-4623-3062-2
1-4527-6224-4 1-283-51662-4 9786613829078 1-4519-0996-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. PORTFOLIO CREDIT RISK""; ""III. PROPOSAL TO IMPROVE PORTFOLIO CREDIT RISK MEASUREMENT""; ""IV. PROPOSED PROCEDURE FOR STRESS TESTING""; ""V. STRESS TESTING: EMPIRICAL IMPLEMENTATION IN DENMARK""; ""VI. ANALYSIS OF STRESS TESTING RESULTS""; ""VII. CONCLUSIONS""; ""Appendix 1: Entropy in a Nutshell""; ""References"" |
| Record Nr. | UNINA-9910788699403321 |
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Segoviano Miguel
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Portfolio Credit Risk and Macroeconomic Shocks : : Applications to Stress Testing Under Data-Restricted Environments / / Miguel Segoviano
| Portfolio Credit Risk and Macroeconomic Shocks : : Applications to Stress Testing Under Data-Restricted Environments / / Miguel Segoviano |
| Autore | Segoviano Miguel |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (52 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Risk
Bank investments Bank loans Bank capital Asset and liability management Asset valuation Asset-liability management Banking Banks and Banking Banks and banking Banks Business Fluctuations Capital and Ownership Structure Credit risk Credit Cycles Depository Institutions Dynamic Analysis Econometric and Statistical Methods: Other Finance Finance: General Financial Institutions and Services: Government Policy and Regulation Financial institutions Financial regulation and supervision Financial Risk and Risk Management Financial Risk Management Financial risk management Financial sector policy and analysis Financial services law & regulation Financing Policy Goodwill Industries: Financial Services International Financial Markets Loans Mathematical Methods Micro Finance Institutions Model Evaluation and Selection Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Money Mortgages Optimization Techniques Programming Models Stress testing Value of Firms |
| ISBN |
9786613829078
9781462330621 1462330622 9781452762241 1452762244 9781283516624 1283516624 9781451909968 1451909969 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. PORTFOLIO CREDIT RISK""; ""III. PROPOSAL TO IMPROVE PORTFOLIO CREDIT RISK MEASUREMENT""; ""IV. PROPOSED PROCEDURE FOR STRESS TESTING""; ""V. STRESS TESTING: EMPIRICAL IMPLEMENTATION IN DENMARK""; ""VI. ANALYSIS OF STRESS TESTING RESULTS""; ""VII. CONCLUSIONS""; ""Appendix 1: Entropy in a Nutshell""; ""References"" |
| Record Nr. | UNINA-9910972470803321 |
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Segoviano Miguel
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Value at risk and bank capital management [[electronic resource] /] / Francesco Saita
| Value at risk and bank capital management [[electronic resource] /] / Francesco Saita |
| Autore | Saita Francesco |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Amsterdam ; ; Boston, : Elsevier Academic Press, c2007 |
| Descrizione fisica | 1 online resource (276 p.) |
| Disciplina | 332.1 |
| Collana | Academic Press advanced finance series |
| Soggetto topico |
Bank capital
Banks and banking - Risk management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-96281-X
9786610962815 0-08-047106-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front cover; Title page; Copyright page; Table of contents; Preface; About the Book; Acknowledgments; Contributors; CHAPTER 1: Value at Risk, Capital Management, and Capital Allocation; 1.1 An Introduction to Value at Risk; 1.2 Capital Management and Capital Allocation: The Structure of the Book; CHAPTER 2: What Is "Capital" Management?; 2.1 Regulatory Capital and the Evolution toward Basel II; 2.2 Overview of the Basel II Capital Accord; 2.3 Bank Estimates of Required Capital and the Different Notions of Bank Capital; 2.4 Summary; 2.5 Further Reading; CHAPTER 3: Market Risk
3.1 The Variance-Covariance Approach 3.2 Simulation Approaches: Historical Simulation and Monte Carlo Simulation; 3.3 Value at Risk for Option Positions; 3.4 Extreme Value Theory and Copulas; 3.5 Expected Shortfall and the Problem of VaR Nonsubadditivity; 3.6 Back-Testing Market Risk Models; 3.7 Internal VaR Models and Market Risk Capital Requirements; 3.8 Stress Tests; 3.9 Summary; 3.10 Further Reading; CHAPTER 4: Credit Risk; 4.1 Defining Credit Risk: Expected and Unexpected Losses; 4.2 Agency Ratings 4.3 Quantitative Techniques for Stand-Alone Credit Risk Evaluation: Moody's/KMV EDF and External Scoring Systems 4.4 Capital Requirements for Credit Risk under Basel II; 4.5 Internal Ratings; 4.6 Estimating Loss Given Default; 4.7 Estimating Exposure at Default; 4.8 Interaction between Basel II and International Accounting Standards; 4.9 Alternative Approaches to Modeling Credit Portfolio Risk; 4.10 Comparison of Main Credit Portfolio Models; 4.11 Summary; 4.12 Further Reading; CHAPTER 5: Operational Risk and Business Risk 5.1 Capital Requirements for Operational Risk Measurement under Basel II 5.2 Objectives of Operational Risk Management; 5.3 Quantifying Operational Risk: Building the Data Sources; 5.4 Quantifying Operational Risk: From Loss Frequency and Severity to Operational Risk Capital; 5.5 Case Study: U.S. Bank Progress on Measuring Operational Risk; 5.6 The Role of Measures of Business Risk and Earnings at Risk; 5.7 Measuring Business Risk in Practice: Defining a Measure of Earnings at Risk; 5.8 From Earnings at Risk to Capital at Risk; 5.9 Summary; 5.10 Further Reading CHAPTER 6: Risk Capital Aggregation 6.1 The Need for Harmonization: Time Horizon, Confidence Level, and the Notion of Capital; 6.2 Risk Aggregation Techniques; 6.3 Estimating Parameters for Risk Aggregation; 6.4 Case Study: Capital Aggregation within Fortis; 6.5 A Synthetic Comparison of Alternative Risk Aggregation Techniques; 6.6 Summary; 6.7 Further Reading; CHAPTER 7: Value at Risk and Risk Control for Market and Credit Risk; 7.1 Defining VaR-Based Limits for Market Risk: Identifying Risk-Taking Centers 7.2 Managing VaR Limits for Market Risk: The Links between Daily VaR and Annual Potential Losses |
| Altri titoli varianti | Risk adjusted performances, capital management and capital allocation decision making |
| Record Nr. | UNINA-9910458631803321 |
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Saita Francesco
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| Amsterdam ; ; Boston, : Elsevier Academic Press, c2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Soggetto topico
-
Bank capital
(12)
- Bank investments (3)
- Bank loans (3)
- Banks and banking - Risk management (3)
- Risk (3)