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Managing Bank Capital Capital Allocation and Performance Measurement By: Chris Matten Normal price: 75 Our price: 63.75 + postage Bargain: save £11.25 ! Product code: 12246 ISBN: 0471851965 350 pages Format: Hb Published by: John Wiley & Sons, 2000, 2nd edition There are no reviews available for this book

Description of Managing Bank Capital

Managing bank Capital is a comprehensive examination of capital allocation in banks, analysing the role of capital in investment, commercial, retail and private banking in an international perspective. The author shares proven techniques available to banks to maximise shareholder value and ensure efficient capital allocation. Techniques such as the Regulatory Value Model, Value at Risk, and RAROC, are clearly explained. allowing bank managers, financial controllers and consultants to perform typical calculations.

Managing Bank Capital - Chapter headings

Introduction: Capital Allocation in banking Part I: The Role and Definition of Capital 1. The role of capital: why are banks required to hold capital? 2. Introduction to capital allocation techniques: how do banks invest their capital? And how do they measure the return on that capital? Part II: Capital Allocation in Practice 3. Regulatory capital: is it really as irrelevant as everybody says? 4. Value-at-risk and capital allocation: the RAPM approach 5. A top-down approach: determining the cost of capital and the 'earnings at risk' buffer 6. Earnings-volatility-based approaches Part III: Limitations of the RoC Approach 7. Feeding the model: the importance of clean data 8. Limitations of RoC: the stock market's perspective 9. Shareholder value as a key performance measure 10. Implementing capital allocation policies and procedures: moving from a passive system to an active one Index