Risk Management and Capital Adequacy

Reto Gallati

556 pages, parution le 10/04/2003

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Résumé

For financial institutions around the world, the work involved in managing market, credit, and operational risk exposures--as well as the capital required to support such exposures--will change dramatically under the new Basel Accord guidelines. Risk Management and Capital Adequacy is the first book to examine how institutions can streamline programs by, wherever possible, integrating and simplifying risk management strategies and techniques.

From analyses of the latest models and frameworks to case studies and examples of the devastating effects of unfocused or insufficient risk management, this in-depth examination reveals:

Building blocks for constructing an integrated, effective risk management framework
The three pillars of the Basel Accord--and what institutions must do to comply with each
Details behind financial disasters, from LTCM to Barings, and how they could have been prevented

While banks have an institutional interest in managing risk exposures, they also have a competitive interest in minimizing the capital required to offset those exposures. Risk Management and Capital Adequacy is the first book to outline an integrative framework for managing risks, and complying with the Basel Accord requirements, in the most cost-effective, capital-efficient, and competitively sound possible ways.

Contents

Risk Management: A Maturing Discipline
Market Risk
Credit Risk
Operational Risk
Building Blocks for Integration of Risk Categories
Case Studies

Caractéristiques techniques

	PAPIER
Éditeur(s)	Mc Graw Hill
Auteur(s)	Reto Gallati
Parution	10/04/2003
Nb. de pages	556
Format	16 x 23,5
Couverture	Relié
Poids	915g
Intérieur	Noir et Blanc
EAN13	9780071407632
ISBN13	978-0-07-140763-2