Managing and Measuring Capital: For Banks and Financial Institutions
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This book concerns capital management, allocation, risk attribution and performance determination. As well as the measurement of capital. The book is essential for all who witnessed the devastating effects of the crisis, due fundamentally to undercapitalisation. Editor(s): Ong, Michael K. Num Pages: 538 pages. BIC Classification: KFFK. Category: (P) Professional & Vocational. Dimension: 233 x 160 x 37. Weight in Grams: 1090. . 2012. Paperback. . . . . Books ship from the US and Ireland. Bookseller Inventory # V9781906348458
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About the Author: Dr. Michael K. Ong is currently Professor of Finance at the Stuart School of Business, Illinois Institute of Technology. He was formerly the Director of the Finance Program and the Executive Director of the Center for Financial Markets. Prior to his retirement from the financial industry, Professor Ong was Executive Vice President and Chief Risk Officer for Credit Agricole Indosuez in New York. He has enterprise-wide responsibility for all risk management functions for corporate banking, merchant banking, asset management, capital markets activities, and the brokerage division. He was a member of the Executive Committee. Before that, he was Head of Enterprise Risk Management for ABN-AMRO Bank, responsible for management information and decision support function for the Executive Committee regarding enterprise-wide market, credit, operational, and liquidity risk, as well as RAROC, ROE, and related optimization models. Prior to that, Dr. Ong was Head of Corporate Research Unit for First Chicago NBD Corporation. The unit supports the Bank in its global enterprise-wide risk management function market and credit risk analyses and the allocation of economic capital and oversees the quantitative research units of the trading areas. Earlier on, he served as an assistant professor of mathematics at Bowdoin College for seven years with his research specialty in mathematical physics. He is a member of the Editorial Board of the Journal of Financial Regulation and Compliance, the Journal of Credit Risk, and the Journal of Risk Management for Financial Institutions. He was the founding editor and Editor-in-Chief of the Journal of Credit Risk, and was on the editorial board of the Journal of RISK and The RMA Journal. He is author or editor of the following best-selling books: Internal Credit Risk Models Capital Allocation and Performance Measurement (Risk Books,1999); Credit Ratings Methodologies, Rationale and Default Risk (Risk Books, 2002); The Basel Handbook A Guide for Practitioners (Risk Books, 2004); Risk Management A Modern Perspective (Elsevier, 2006);The Basel Handbook, 2nd Ed. (Risk Books, 2007). Dr. Ong is widely recognized in the financial industry for his work on portfolio credit risk modelling, RAROC, economic capital allocation, operational risk, enterprise risk management, his very active involvement in regulatory issues, and his thoughtful candor on issues affecting the financial industry in general.
Title: Managing and Measuring Capital: For Banks ...
Publisher: Risk Books
Binding: Soft cover
Book Condition: New
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