Managing Bank Capital – Capital Allocation & Performance Measurement 2e

Introduction: Capital Allocation in Banking.
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<br /> THE ROLE AND DEFINITION OF CAPITAL.
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<br /> The Role of Capital.
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<br /> Capital–Based Management Techniques.
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<br /> THE TREASURER′S PERSPECTIVE.
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<br /> Managing the Available Capital Base.
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<br /> Capital Instruments.
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<br /> Capital Allocation versus Capital Investment.
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<br /> THE REGULATOR′S PERSPECTIVE.
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<br /> Regulatory Capital Requirements.
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<br /> The Basel Accord.
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<br /> Current Problems and Future Developments: Towards an Internal–Models Based Approach?
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<br /> THE RISK MANAGER′S PERSPECTIVE.
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<br /> Asset Volatility as a Capital Allocation Tool.
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<br /> Modelling Market Risk.
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<br /> Modelling Credit Risk.
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<br /> Modelling Operational and Other Risks.
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<br /> THE SHAREHOLDER′S PERSPECTIVE.
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<br /> Earnings–at–Risk as a Capital Allocation Tool.
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<br /> Modelling Earnings–at–Risk.
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<br /> AN HOLISTIC APPROACH TO CAPITAL MANAGEMENT.
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<br /> Implementing Capital Allocation Policies and Procedures.
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<br /> Economic Profit and Shareholder Value.
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<br /> Determining the Cost of Capital: A Stock Market Perspective.
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<br /> Practical Issues in Implementation.
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<br /> CONCLUSION.
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<br /> Glossary of Terms.
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<br /> Index.