Value at risk and bank capital management [electronic resource] / Francesco Saita.

By: Saita, FrancescoContributor(s): ProQuest (Firm)Material type: TextTextSeries: Academic Press advanced finance seriesPublication details: Amsterdam ; Boston : Elsevier Academic Press, c2007Description: xvi, 259 p. : illISBN: 9780080471068 (electronic bk.)Other title: Subtitle on cover: Risk adjusted performances, capital management and capital allocation decision makingSubject(s): Bank capital | Banks and banking -- Risk managementGenre/Form: Electronic books.LOC classification: HG1616.C34 | S258 2007Online resources: Click to View
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Includes bibliographical references and index.

Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

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