Managing Bank Capital: Capital Allocation and Performance Measurement / Edition 2

Managing Bank Capital: Capital Allocation and Performance Measurement / Edition 2

by Chris Matten
     
 

ISBN-10: 0471851965

ISBN-13: 9780471851967

Pub. Date: 06/16/2000

Publisher: Wiley

Managing Bank Capital explains proven techniques available in the management of bank capital that will help maximize shareholder value. This second edition has been fully updated to incorporate significant developments, such as the modeling of credit risk, and includes new sections with more technical information and advanced analysis.  See more details below

Overview

Managing Bank Capital explains proven techniques available in the management of bank capital that will help maximize shareholder value. This second edition has been fully updated to incorporate significant developments, such as the modeling of credit risk, and includes new sections with more technical information and advanced analysis.

Product Details

ISBN-13:
9780471851967
Publisher:
Wiley
Publication date:
06/16/2000
Edition description:
REV
Pages:
356
Product dimensions:
0.94(w) x 9.00(h) x 6.00(d)

Table of Contents

Introduction: Capital Allocation in Banking.

THE ROLE AND DEFINITION OF CAPITAL.

The Role of Capital.

Capital-Based Management Techniques.

THE TREASURER'S PERSPECTIVE.

Managing the Available Capital Base.

Capital Instruments.

Capital Allocation versus Capital Investment.

THE REGULATOR'S PERSPECTIVE.

Regulatory Capital Requirements.

The Basel Accord.

Current Problems and Future Developments: Towards an Internal-Models Based Approach?

THE RISK MANAGER'S PERSPECTIVE.

Asset Volatility as a Capital Allocation Tool.

Modelling Market Risk.

Modelling Credit Risk.

Modelling Operational and Other Risks.

THE SHAREHOLDER'S PERSPECTIVE.

Earnings-at-Risk as a Capital Allocation Tool.

Modelling Earnings-at-Risk.

AN HOLISTIC APPROACH TO CAPITAL MANAGEMENT.

Implementing Capital Allocation Policies and Procedures.

Economic Profit and Shareholder Value.

Determining the Cost of Capital: A Stock Market Perspective.

Practical Issues in Implementation.

CONCLUSION.

Glossary of Terms.

Index.

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