Risk management in banking [electronic resource] / Joël Bessis.

Format:

Book

Author/Creator:

Bessis, Joël.

Language:

English

Subjects (All):

Bank management.

Risk management.

Asset-liability management.

Physical Description:

xvii, 821 p. : ill.

Edition:

3rd ed.

Place of Publication:

Chichester, U.K. : John Wiley, 2010.

Language Note:

English

Summary:

Never before has risk management been so important. Now in its third edition, this seminal work by Joël Bessis has been comprehensively revised and updated to take into account the changing face of risk management. Fully restructured, featuring new material and discussions on new financial products, derivatives, Basel II, credit models based on time intensity models, implementing risk systems and intensity models of default, it also includes a section on Subprime that discusses the crisis mechanisms and makes numerous references throughout to the recent stressed financial conditions. The book postulates that risk management practices and techniques remain of major importance, if implemented in a sound economic way with proper governance. Risk Management in Banking, Third Edition considers all aspects of risk management emphasizing the need to understand conceptual and implementation issues of risk management and examining the latest techniques and practical issues, including: Asset-Liability Management Risk regulations and accounting standards Market risk models Credit risk models Dependencies modeling Credit portfolio models Capital Allocation Risk-adjusted performance Credit portfolio management Building on the considerable success of this classic work, the third edition is an indispensable text for MBA students, practitioners in banking and financial services, bank regulators and auditors alike.

Contents:

section 1. The financial crisis

section 2. Business lines, risks, and risk management

section 3. Financial products

section 4. Valuation

section 5. Risk modeling

section 6. Regulations

section 7. Asset liability management (ALM)

section 8. Funds transfer pricing systems

section 9. Dependencies and portfolio risk

section 10. Market risk

section 11. Credit risk : standalone

section 12. Credit portfolio risk

section 13. Capital allocation

section 14. Risk-adjusted performance

section 15. Credit portfolio management

section 16. Conclusion and financial reforms.

Notes:

Bibliographic Level Mode of Issuance: Monograph

Includes bibliographical references (p. [799]-801) and index.

ISBN:

0-470-68985-4

1-283-37181-2

9786613371812

0-470-68987-0

OCLC:

768731743