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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, discussing its economic foundations and managerial implications. Part VI presents models and techniques to calibrate the amount of economic capital at risk needed by the bank, to fine-tune its composition, to allocate it to risk-taking units, to estimate the "fair" return expected by shareholders, to monitor the value creation process.Risk Management and Shareholders' Value in Banking includes: Value at Risk, Monte Carlo models, Creditrisk+, Creditmetrics and much more formulae for risk-adjusted loan pricing and risk-adjusted performance measurement extensive, hands-on Excel examples are provided on the companion website www.wiley.com/go/rmsv a complete, up-to-date introduction to Basel II focus on capital allocation, Raroc, EVA, cost of capital and other value-creation metrics

Opis - Risk in Banking: A Post-Crisis Perspective analyses the causes of the crisis 2007"2008 and presents a new, fresh perspective on the risks involved in banking, especially operational risk.A Hispanic waiter living off tips gets a 1.2 million dollar mortgage. Soon afterwards, the worst global financial crisis in 80 years hits banks, which collapse like dominoes, in many countries; many currencies, including the Polish zloty, weaken dramatically. How is it possible that the world"s best-paid minds have created such a pathological financial system? Thousands of studies have been devoted to this question. However, most of them neglect some essential factors, political and human. For one thing, the policies of presidents Bill Clinton and George W. Bush aimed at creating equal opportunities for the least affluent social groups all too often boiled down to giving away loans. For another, the executive remuneration and incentive systems at the largest American banks encouraged undertaking risky and speculative transactions. Nazwa - Risk in Banking Autor - Leszek Czarnecki Oprawa - Twarda Wydawca - Studio Emka Kod ISBN - 9788362304301 Kod EAN - 9788362304301 Wydanie - 1 Rok wydania - 2011 Język - angielski Tłumacz - Głazek Andrzej, Musiał Agata Format - 16.0x23.0cm Ilość stron - 160 Podatek VAT - 5% Premiera - 2011-08-05

Risk in Banking: A Post-Crisis Perspective analyses the causes of the crisis 2007–2008 and presents a new, fresh perspective on the risks involved in banking, especially operational risk.A Hispanic waiter living off tips gets a 1.2 million dollar mortgage. Soon afterwards, the worst global financial crisis in 80 years hits banks, which collapse like dominoes, in many countries; many currencies, including the Polish zloty, weaken dramatically. How is it possible that the world’s best-paid minds have created such a pathological financial system? Thousands of studies have been devoted to this question. However, most of them neglect some essential factors, political and human. For one thing, the policies of presidents Bill Clinton and George W. Bush aimed at creating equal opportunities for the least affluent social groups all too often boiled down to giving away loans. For another, the executive remuneration and incentive systems at the largest American banks encouraged undertaking risky and speculative transactions....

Risk in Banking: A Post-Crisis Perspective analyses the causes of the crisis 2007–2008 and presents a new, fresh perspective on the risks involved in banking, especially operational risk. A Hispanic waiter living off tips gets a 1.2 million dollar mortgage. Soon afterwards, the worst global financial crisis in 80 years hits banks, which collapse like dominoes, in many countries; many currencies, including the Polish zloty, weaken dramatically. How is it possible that the world’s best-paid minds have created such a pathological financial system? Thousands of studies have been devoted to this question. However, most of them neglect some essential factors, political and human. For one thing, the policies of presidents Bill Clinton and George W. Bush aimed at creating equal opportunities for the least affluent social groups all too often boiled down to giving away loans. For another, the executive remuneration and incentive systems at the largest American banks encouraged undertaking risky and speculative transactions.