Contents
Introduction: Capital Allocation in Banking
PART ONE: The Role and Definition of Capital
2 Capital-Based Management Techniques
PART TWO: The Treasurer's Perspective
3 Managing the Available Capital Base
5 Capital Allocation versus Capital Investment
PART THREE: The Regulator's Perspective
6 Regulatory Capital Requirements
8 Current Problems and Future Developments: Towards an Internal-Models Based Approach?
PART FOUR: The Risk Manager's Perspective
9 Asset Volatility as a Capital Allocation Tool
12 Modelling Operational and Other Risks
PART FIVE: The Shareholder's Perspective
13 Earnings-at-Risk as a Capital Allocation Tool
PART SIX: An Holistic Approach to Capital Management
15 Implementing Capital Allocation Policies and Procedures
16 Economic Profit and Shareholder Value
17 Determining the Cost of Capital: A Stock Market Perspective
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