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Bank and insurance capital management / Frans de Weert
Resource type: Ressourcentyp: Buch (Online)Book (Online)Language: English Series: The Wiley finance series | The Wiley Finance Ser ; v.598 | Wiley finance seriesPublisher: Chichester, West Sussex ; Hoboken, NJ : Wiley, c2011Description: 1 Online-Ressource (xiii, 246 Seiten) : IllustrationenISBN:- 9781283239554
- 1283239558
- 9780470976890
- 0470664770
- 9780470664773
- 332.1068
- HG4523
Contents:
Summary: "In this comprehensive book, the accounting perspective and the regulatory approach to risk and capital management are systematically discussed, with specifications for banks and insurance companies. By applying his own experience from both the financial industry and a supervisory institution, De Weert offers useful insights for advanced students and finance practitioners." -Prof. Dr. S.G. Fieke van der Lecq, Erasmus School of Economics, Rotterdam "Frans de Weert has written an excellent and very welcome book on the broad subject of capital management in financial institutions. Capital management encompasses many fields: corporate governance, regulation, balance sheet management, treasury, corporate finance and shareholder value. Capital management can only be properly understood when the subject is approached from multiple viewpoints. Frans makes this refreshingly clear in his book. As a past practitioner of capital management at ING Group I can confirm that this book addresses the issues that any capital manager will have to think about in the course of his duties and I therefore wholeheartedly recommend this book." -Maarten van Eden, CFO, Anglo Irish Bank.Summary: Cover -- Title Page -- Copyright -- Contents -- Preface -- Acknowledgements -- Chapter 1 Capital Management as a Means to Create Value -- 1.1 The primary objectives of capital management -- 1.2 Optimization of capital structure -- 1.3 Optimization of performance -- PART I: ACCOUNTING PERSPECTIVE -- Chapter 2 Bank and Insurance Business Model -- 2.1 Bank business model -- 2.2 Insurance business model -- Chapter 3 Balance Sheets of Banks and Insurance Companies -- 3.1 Bank balance sheet -- 3.2 Insurance balance sheet -- 3.3 Goodwill -- Chapter 4 Differences between Banking and Insurance -- Chapter 5 Economic Capital -- Chapter 6 Balance Sheet Management -- 6.1 Capital versus balance sheet management -- 6.2 Function versus departmental responsibilities -- 6.3 Capital hedging -- 6.4 Expected versus unexpected losses -- 6.5 Capital versus liquidity -- 6.6 Funds transfer price -- 6.7 Corporate line -- Chapter 7 Accounting versus Regulation -- PART II: REGULATORY PERSPECTIVE -- Chapter 8 Types of Available Capital -- 8.1 Bank capital components -- 8.2 Insurance capital components -- 8.3 Determination of available capital for insurance companies under Solvency II -- 8.4 Capital treatment of dated hybrids -- 8.5 Deduction of interests in other financial institutions -- Chapter 9 Capital Instruments -- 9.1 Common shares -- 9.2 Rights issue -- 9.3 Preference shares -- 9.4 Hybrid equity -- 9.5 Convertible capital instruments -- Chapter 10 Regulatory Capital Requirements -- 10.1 Bank capital requirement ratios -- 10.2 Ratio hedging against currency movements -- 10.3 The three-pillar approach to bank capital requirements -- 10.4 Current capital requirements for insurance companies -- 10.5 Upcoming capital requirements for insurance companies: Solvency II framework -- 10.6 Liability side of the balance sheet under Solvency II.PPN: PPN: 809400464Package identifier: Produktsigel: ZDB-26-MYL | GBV-EBRARY-UBCL | ZDB-38-EAC | ZDB-38-EBR | ZDB-30-PBE | ZDB-30-PAD | ZDB-30-PQE
Bank and InsuranceCapital Management; Contents; Preface; Acknowledgements; 1 Capital Management as a Means to Create Value; 1.1 The primary objectives of capital management; 1.2 Optimization of capital structure; 1.3 Optimization of performance; PART I: ACCOUNTING PERSPECTIVE; 2 Bank and Insurance Business Model; 2.1 Bank business model; 2.2 Insurance business model; 3 Balance Sheets of Banks and Insurance Companies; 3.1 Bank balance sheet; 3.2 Insurance balance sheet; 3.3 Goodwill; 4 Differences between Banking and Insurance; 5 Economic Capital; 6 Balance Sheet Management
6.1 Capital versus balance sheet management6.2 Function versus departmental responsibilities; 6.3 Capital hedging; 6.4 Expected versus unexpected losses; 6.5 Capital versus liquidity; 6.6 Funds transfer price; 6.7 Corporate line; 7 Accounting versus Regulation; PART II: REGULATORY PERSPECTIVE; 8 Types of Available Capital; 8.1 Bank capital components; 8.2 Insurance capital components; 8.3 Determination of available capital for insurance companies under Solvency II; 8.4 Capital treatment of dated hybrids; 8.5 Deduction of interests in other financial institutions; 9 Capital Instruments
9.1 Common shares9.2 Rights issue; 9.3 Preference shares; 9.4 Hybrid equity; 9.5 Convertible capital instruments; 10 Regulatory Capital Requirements; 10.1 Bank capital requirement ratios; 10.2 Ratio hedging against currency movements; 10.3 The three-pillar approach to bank capital requirements; 10.4 Current capital requirements for insurance companies; 10.5 Upcoming capital requirements for insurance companies: Solvency II framework; 10.6 Liability side of the balance sheet under Solvency II; 10.7 Standardized approach Solvency II; 11 Potential Changes in Capital Regulation
11.1 Regulational shift to core capital11.2 Regulatory classification preference shares; 11.3 Hybrid regulation; 11.4 Subordinated debt for systemically relevant banks; 11.5 Positive revaluation reserves; 11.6 Minority interests; 11.7 Deferred tax assets; 11.8 Participations in other financial institutions; 11.9 Leverage ratio limit; 11.10 Financial autonomy; 12 Reserve Adequacy Test; 13 Materializing Diversification Benefits through Capital Structures; 14 Risk-Weighted Assets Optimization; 15 Balance Sheet Analysis as Integral Part of Valuation
PART III: RISK AND CAPITAL MANAGEMENT PERSPECTIVE16 Investment of Capital and Balance Sheet Segmentation; 16.1 Investment of capital for banks; 16.2 Investment of capital for insurance companies; 16.3 Investment of capital: duration differences for banks and insurance companies; 16.4 Segmentation of the balance sheet; 17 Alignment between Risk and Capital Management; 17.1 Where risk and capital management meet; 17.2 Capital preservation as a key condition for performance optimization; 17.3 The soft side of capital management; 17.4 Emerging role of risk and capital management
17.5 Critical success factors of risk and capital management
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