Value at Risk and Bank Capital Management
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Published By Elsevier

9780123694669

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Operational Risk and Business Risk

Value at Risk and Bank Capital Management ◽

10.1016/b978-012369466-9.50006-8 ◽

2007 ◽

pp. 115-143

Author(s):

Francesco Saita

Keyword(s):

Operational Risk ◽

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Value at Risk, Capital Management, and Capital Allocation

Value at Risk and Bank Capital Management ◽

10.1016/b978-012369466-9.50002-0 ◽

2007 ◽

pp. 1-5 ◽

Author(s):

Francesco Saita

Keyword(s):

At Risk ◽

Value At Risk ◽

Capital Allocation ◽

Capital Management ◽

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Index

Value at Risk and Bank Capital Management ◽

10.1016/b978-012369466-9.50014-7 ◽

2007 ◽

pp. 255-259

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Market Risk

Value at Risk and Bank Capital Management ◽

10.1016/b978-012369466-9.50004-4 ◽

2007 ◽

pp. 25-65 ◽

Author(s):

Francesco Saita

Keyword(s):

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Final Remarks

Value at Risk and Bank Capital Management ◽

10.1016/b978-012369466-9.50011-1 ◽

2007 ◽

pp. 237-238

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Risk-Adjusted Performance Targets, Capital Allocation, and the Budgeting Process

Value at Risk and Bank Capital Management ◽

10.1016/b978-012369466-9.50010-x ◽

2007 ◽

pp. 217-235

Author(s):

Francesco Saita

Keyword(s):

Capital Allocation ◽

Performance Targets ◽

Budgeting Process

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Risk Capital Aggregation

Value at Risk and Bank Capital Management ◽

10.1016/b978-012369466-9.50007-x ◽

2007 ◽

pp. 145-167

Author(s):

Francesco Saita

Keyword(s):

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Credit Risk

Value at Risk and Bank Capital Management ◽

10.1016/b978-012369466-9.50005-6 ◽

2007 ◽

pp. 67-114 ◽

Author(s):

Francesco Saita

Keyword(s):

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Risk-Adjusted Performance Measurement

Value at Risk and Bank Capital Management ◽

10.1016/b978-012369466-9.50009-3 ◽

2007 ◽

pp. 195-216

Author(s):

Francesco Saita

Keyword(s):

Performance Measurement

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Contributors

Value at Risk and Bank Capital Management ◽

10.1016/b978-012369466-9.50001-9 ◽

2007 ◽

pp. xv-xvi

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