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Bank investment consultant
| Bank investment consultant |
| Pubbl/distr/stampa | New York, NY, : Thomas Media |
| Descrizione fisica | 1 online resource |
| Disciplina | 332 |
| Soggetto topico |
Bank investments - United States - Marketing
Bank investments - United States Bank investments |
| Soggetto genere / forma | Periodicals. |
| Formato | Materiale a stampa  |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996199256603316 |
| New York, NY, : Thomas Media | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Bank investment consultant
| Bank investment consultant |
| Pubbl/distr/stampa | New York, NY, : Thomas Media |
| Descrizione fisica | 1 online resource |
| Disciplina | 332 |
| Soggetto topico |
Bank investments - United States - Marketing
Bank investments - United States Bank investments |
| Soggetto genere / forma | Periodicals. |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910223694003321 |
| New York, NY, : Thomas Media | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial planning's bank investment marketing
| Financial planning's bank investment marketing |
| Pubbl/distr/stampa | New York, NY, : SDC Pub., ©1993-©1996 |
| Descrizione fisica | 1 online resource |
| Disciplina | 332.1/754/0688 |
| Soggetto topico |
Bank investments - United States - Marketing
Bank investments - United States Bank investments |
| Soggetto genere / forma | Periodicals. |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Bank investment marketing |
| Record Nr. | UNISA-996212918703316 |
| New York, NY, : SDC Pub., ©1993-©1996 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
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Implementing value at risk / / Philip Best
| Implementing value at risk / / Philip Best |
| Autore | Best Philip |
| Pubbl/distr/stampa | Chichester, West Sussex, England ; ; New York, NY, USA, : J. Wiley & Sons, c1998 |
| Descrizione fisica | 1 online resource (224 p.) |
| Disciplina |
332.1
332.1/754/0681 332.17540681 658.152 |
| Collana | [Financial engineering] |
| Soggetto topico |
Asset-liability management
Bank investments |
| ISBN |
1-280-27203-1
9786610272037 0-470-66804-0 0-470-86596-2 0-470-01330-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; Preface; Acknowledgements; 1 Defining risk and VAR; Introduction; What is risk management?; Defining risk; Traditional measurement of market risk; Value at risk - a definition; Stress testing; An assessment of VAR; Notes; 2 Covariance; Introduction; Covariance for a single position; The holding period; Liquidity and VAR; VAR for a portfolio; Extending covariance to cope with options; Summary; Notes; Appendix: Matrix multiplication; 3 Calculating VAR using simulation; Introduction; Historical simulation; Monte Carlo simulation; Summary; Notes; Appendix; Note
4 Measurement of volatility and correlationIntroduction; Non-normality; Measuring volatility; Measuring correlation; Measuring 'significance' and associated issues; Can your VAR model be relied on?; An empirical analysis of VAR model accuracy; Conclusion; Notes; 5 Implementing value at risk; Introduction; Implementing VAR - the decision process; Identifying risk factors; Interest rate assets; Interest rate instrument treatment; Foreign exchange; Commodities; Equities; Summary; Notes; 6 Stress testing; Introduction; Scenario analysis Stressing VAR - covariance and Monte Carlo simulation methodsThe problem with scenario analysis; Systematic stress testing; Conclusion; Notes; 7 Managing risk with VAR; Introduction; Establishing a risk management framework; VAR limits; Stress test limits; Summary; 8 Risk adjusted performance measurement; Introduction; Defining capital; Shareholder value analysis - a strategic decision making tool; Determining the required return on capital; Earnings volatility-based performance measures; Return on capital - VAR-based approach; Capital allocation Rewarding traders on risk adjusted performanceSummary; Notes; 9 Regulators and risk management; Introduction; Regulatory objectives; Rating agencies; Recent regulatory history; European Capital Adequacy Directive; Which BSC regime should I use?; Conclusion; Note; 10 Introduction to the spreadsheets; References and further reading; Index; A; B; C; D; E; F; G; H; I; J; K; L; M; N; O; P; Q; R; S; T; U; V; W; Y; Z |
| Record Nr. | UNINA-9910134834503321 |
Best Philip
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| Chichester, West Sussex, England ; ; New York, NY, USA, : J. Wiley & Sons, c1998 | ||
| 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 | ||
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