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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
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
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
Opac: Controlla la disponibilità qui
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  
Chichester, West Sussex, England ; ; New York, NY, USA, : J. Wiley & Sons, c1998
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Segoviano Miguel A  
[Washington, D.C.], : International Monetary Fund, 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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
Segoviano Miguel  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui