Value at risk and bank capital management
Subtitle: [risk adjusted performances, capital management and capital allocation decision making]
By: Francesco Saita
Series: Academic Press advanced finance series
Publisher: Elsevier Academic Press
Published: 2007
Place of publication: Amsterdam; Boston
Language: eng
Number of pages: 259
ISBN-13: 9780123694669
Subjects: Bank capital; Banks and banking -- Risk management
Notes: Includes bibliographical references (p. 245-253) and index