Bookcover of Economic Capital Allocation in Retail Banks
Booktitle:

Economic Capital Allocation in Retail Banks

Building up a bank wide economic capital allocation model for risk adjusted performance measurement - fundamentals, concepts, methods

VDM Verlag Dr. Müller (2009-10-16 )

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ISBN-13:

978-3-639-20722-4

ISBN-10:
363920722X
EAN:
9783639207224
Book language:
English
Blurb/Shorttext:
In business world it would not even be possible to measure performance of various business branches or on a manager’s basis without capital budgeting, noting that shareholder value is only created if an investment bears higher revenue than a comparable investment on the capital market. But there is a ‘little’ problem if we want to lead this conclusion over to financial institutions or what in this book will especially be treated, banks. As a bank’s core business is risk transformation and it deals primarily with the money of external individuals, the definition of an investments underlying capital is not that easy. Hence, also performance measurement, which makes only sense if it is risk adjusted, ends up in a problem far away from being trivial. This book is mainly addressed to risk managers in financial business and should help the reader to get an idea about setting up a risk adjusted performance measurement model considering most important risks occurring in banking world.
Publishing house:
VDM Verlag Dr. Müller
Website:
http://www.vdm-verlag.de
By (author) :
Bernhard Drobesch
Number of pages:
112
Published at:
2009-10-16
Stock:
Available
Category:
Economics
Price:
49.00 €
Keywords:
VAR, RAROC, RORAC, EVA, ICAAP, Business Risk, Economic Capital

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