This new edition of Joel Bessis' highly successful Risk Management in Banking has been fully revised and updated to reflect new developments, the latest research, and changes in current practice. It considers all aspects of risk management, including: asset liability management, risk-based capital, value at risk, loan portfolio management, credit risk, market risk, interest rate risk, liquidity risk, fund transfer pricing, and capital allocation. Completely revised and updated, the text includes new chapters on credit models based on time intensity models, usage of copulas, and implementing risk systems.About the Author:
Joel Bessisis is Professor of Finance at HEC, the leading French business school, where he conducts training in risk management throughout Europe, the US and Asia. Over the course of his career Joel has developed a dual expertise - as an academic and as a practitioner, holding permanent consulting assignments in corporations and later, in banks. Joel worked for over fifteen years in risk management departments of financial institutions - as a consultant to the risk departments of several banking institutions in Europe, including Banque Paribas and the European Bank for Development (EIB). Joel took a leave of absence from HEC Paris between 2000 and 2005 where he held positions as Director of Research at Fitch, and Head of Risk Analytics and Model Validation at the Risk Department of IXIS, a Paris based investment bank. Joel graduated as an Engineer from Ecole Centrale in Paris, before earning a Masters in Business Administration from Columbia University in New York, and a PhD in Finance from the Universite Paris-Dauphine. As an academic, Joel has published various papers and books in the fields of corporate finance, industrial economics, and financial markets.
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