Looks at bank capital management in a Basel II
framework. It addresses market, credit and operational risk; their
aggregation into some metric of bank capital; risk-adjusted performance
metrics; and related topics. The book lacks technical depth. Indeed, at
just 259 pages, it is too short to do all these topics justice.
Published by a house
suspected of sabotaging its own books on value-at-risk to benefit a
certain competing author, the book's sales have been pitiful ...