Risk Management and Shareholders’ Value in Banking: From Risk Measurement Models to Capital …..

By Andrea Sironi, Andrea Resti
Publisher: Wiley
Number Of Pages: 808
Publication Date: 2007-06-04
ISBN-10 / ASIN: 0470029781
ISBN-13 / EAN: 9780470029787
Binding: Hardcover


This book presents an integrated framework for risk measurement, capital management and value creation in banks. Moving from the measurement of the risks facing a bank, it defines criteria and rules to support a corporate policy aimed at maximizing shareholders’ value.


Parts I – IV discuss different risk types (including interest rate, market, credit and operational risk) and how to assess the amount of capital they absorb by means of up-to-date, robust risk-measurement models. Part V surveys regulatory capital requirements: a special emphasis is given to the Basel II accord, discussing its economic foundations and managerial implications. Part VI presents models and techniques to calibrate the amount of economic capital at risk needed by the bank, to fine-tune its composition, to allocate it to risk-taking units, to estimate the “fair” return expected by shareholders, to monitor the value creation process. Risk Management and Shareholders’ Value in Banking includes:

MFCians Blog Risk Books : Shakeeb Ashai

1. RISK MANAGEMENT IN BANKS - By R.S. Raghavan [Types of different Risks Covered]
2. Risk Management in Banking - Elmer Funke Kupper [Research publication abstract]
3. INTEREST RATE RISK - Comptroller’s Handbook [Interest Rate Risk Fully Covered]
4. ASSET MANAGEMENT -  Comptroller’s Handbook 
5. Risk Management of Financial Derivatives - Comptroller’s Handbook
6. Financial Risk Management and Systemic Risks - Frank Milne [Research Paper]
7. LIQUIDITY RISK MANAGEMENT -  By Nicolae Gˆarleanu and Lasse Heje Pedersen [Reseach based book]
8. Risk Management and Financial Institutions -  By John C Hull

Options, Futures and Exotic Derivatives

"Options, Futures and Exotic Derivatives (Frontiers in Finance Series)"

Wiley | 1998 | ISBN: 0471969087, 0471969095 | 472 pages | PDF | 18,4 MB

"Over the past two decades, the mathematically complex models of finance theory have had a direct and wide-ranging influence on finance practice. Nowhere is this conjoining of intrinsic intellectual interest with extrinsic application better exemplified than in derivative-security pricing. The backgrounds of the authors of Options, Futures and Exotic Derivatives fit perfectly this pattern of combining theory and practice and so does their book. The range and depth of subject matter show excellent taste for what is essential to know the field and what is relevant and important to its application in the financial world. In addition to its fine subject-defining, the book delivers on subject-content, with rigorous derivations presented in a clear, direct voice for the serious student, whether academic or practitioner.

Derivatives : Futures & Options For Dummies

Futures & Options For Dummies
Publisher: For Dummies | Language: English | April 10, 2006 | ISBN: 0471752835 | PDF | 384 pages | 2.9Mb
The days of buying and holding stocks and mutual funds for years are gone; nowadays, futures and option markets offer some of the best opportunities to make money trading in volatile times. But like all investments, high risk is involved, and in order to become a successful trader you must be prepared to work as a geopolitical analyst, a money manager, and an expert in all types of commodity markets.

Options, Futures, & other Dirivatives : John C Hull

Designed to bridge the gap between theory and practice, this successful book is regarded as "the bible" in trading rooms throughout the world. The books covers both derivatives markets and risk management, including credit risk and credit derivatives; forward, futures, and swaps; insurance, weather, and energy derivatives; and more. For options traders, options analysts, risk managers, swaps traders, financial engineers, and corporate treasurers.

The author has written a nice, lively elementary text on mathematical finance. This book can serve as a excellent launching point into the topic. Hull starts out with several chapters on the basics of the derivative contracts in his study. The contracts introduced are forward and futures contracts, interest rate swaps, and equity options. The basic definitions of each contingency contract is given, as well as characteristics of the markets where these contracts trade. Some basic trading strategies are also studied.