Managing Bank Capital : Capital Allocation and Performance Measurement

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Material type: Text

TextOriginal language: Eng Publication details: Chichester : John Wiley sons , 1996 .Description: xiv . 210 p . : ill . ; 24 cmISBN:

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DDC classification:

Contents:

The Role of Capital

Introduction to Capital Allocation Techniques

Regulatory Capital

Value-at-Risk and Capital Allocation :The RAMP Approach

A Top-Down Approach: Determining the Cost of Capital and the Earning at Risk" Buffer

Earnings-Volatility based Approach

Feeding the Model: the Importance of clean data

Limitations of RoC: The Stock Market's perspective

Shareholder Value as a Key Performance Measure

Implementing Capital Allocation Policies and Procedures

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Holdings
Item type	Current library	Collection	Call number	Status	Notes	Date due	Barcode
Lending Book	IBSL Library Reference Section	Reference Collection	332.63 MAT (Browse shelf(Opens below))	Available	R 12		03531