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Managing Bank Capital - Capital Allocation &      Performance Measurement 2E : Capital Allocation and Performance Measurement - Chris Matten

Managing Bank Capital - Capital Allocation & Performance Measurement 2E

Capital Allocation and Performance Measurement

Hardcover

Published: 8th June 2000
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This work for investment, retail and private bankers, explains the proven techniques available in the management of bank capital, which help to minimize risk and maximize shareholder value by prudent allocation of capital and effective measurement of its performance. The second edition has been fully revised and updated to incorporate the significant developments which have taken place since the first edition. It includes new sections with more technical information and advanced analysis of the subjects covered in the broader introductory chapters.

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.

ISBN: 9780471851967
ISBN-10: 0471851965
Audience: General
Format: Hardcover
Language: English
Number Of Pages: 356
Published: 8th June 2000
Publisher: John Wiley and Sons Ltd
Country of Publication: GB
Dimensions (cm): 23.7 x 16.0  x 2.54
Edition Number: 1
Edition Type: Revised