Description

Book Synopsis
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.

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.

Managing Bank Capital Capital Allocation

    Product form

    A Hardback by Chris Matten

    £94.50

    Includes FREE delivery

    RRP £105.00 – you save £10.50 (10%)

    Order before 4pm today for delivery by Sat 10 Oct 2026.

      Trusted by thousands of customers. See 2,385+ Customer Reviews

      View other formats and editions of Managing Bank Capital Capital Allocation by Chris Matten

      Book details

      Publisher John Wiley & Sons Inc
      Published 29 March 2000
      ISBN-13 9780471851967
      978-0471851967
      ISBN-10 0471851965
      Also in:
      Finance and accounting

      Description

      Book Synopsis
      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.

      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.

      Recently viewed products

      © 2026 Book Curl

        • American Express
        • Apple Pay
        • Diners Club
        • Discover
        • Google Pay
        • Maestro
        • Mastercard
        • PayPal
        • Shop Pay
        • Union Pay
        • Visa

        Login

        Forgot your password?

        Don't have an account yet?
        Create account