Risk Management in Banking

Joel Bessis

792 pages (2^eme édition)

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Résumé

Risk management and efficient asset allocation are the watch-words of modern banking, not only for profitability and security, but also to comply with the increasingly stringent international regulations laid down by the Bank of International Settlements. This book examines all aspects of financial risk management in banking-from global considerations right down to the management of a particular profit center. It details the very latest techniques including VAR and is up-to-date with the latest regulations on capital adequacy.

Contents

Introduction

Banking Risks
Risk Regulations
Risk Management Processes
Risk Models
Asset-Liability Management
Asset-Liability Management Models
Options and Convexity Risk in Banking
Mark-to-Market Management in Banking
Funds Transfer Pricing
Portfolio Analysis : Correlations
Market Risk
Credit Risk Models
Credit Risk : 'Standalone Risk'
Credit Risk : 'Portfolio Risk'
Capital Allocation
Risk-adjusted Performance
Portfolio and Capital Management (Credit Risk)

Bibliography
Index

Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Joel Bessis
Édition	2^eme édition
Nb. de pages	792
Format	16,5 x 23,5
Couverture	Broché
Poids	1340g
Intérieur	Noir et Blanc
EAN13	9780471893363
ISBN13	978-0-471-89336-3