Matten, Chris 　著

内容

目次

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.