Risk Management and Shareholders' Value in Banking: From Risk Measurement Models to Capital Allocation PoliciesISBN: 978-0-470-02978-7
Hardcover
808 pages
May 2007
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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ANDREA RESTI, formerly an officer at one of Italy’s
largest banks, has worked on Basel II issues for the Centre for
European Policy Studies (Brussels). A consultant to several major
banks, as well as to the Bank of Italy, he has held courses on
credit risk for GARP and PRMIA.
ANDREA SIRONI, formerly with Chase Manhattan Bank in London, has been a visiting scholar at the Stern School of Business (NYU) and at the Federal Reserve Board of Governors (Washington). He is currently Dean for International Affairs at Bocconi University (Milan) and a member of the Fitch Academic Advisory Board. .
The authors are both professors of Financial Markets and Institutions at Bocconi and have been teaching banking and finance for more than 15 years. Their publications comprise many articles in major international academic journals, as well as several risk management and banking textbooks, including a best-selling title on recovery risk