Fully revised and updated from the highly successful previous edition, Risk Managment in Banking 2nd Edition covers all aspects of risk management, shedding light on the extensive new developments in the field. There is a new emphasis on current practice, as well as in-depth analysis of the latest in research and techniques. This edition has been expanded to include an in-depth discussion of credit risk models, asset and liability management, credit valuation, risk-based capital, VAR, loan portfolio management, fund transer pricing and capital allocation. Quantitative material is presented in more detail and the scope of the book has been expanded to include investment banking and other financial services.
"Sinopsis" puede pertenecer a otra edición de este libro.
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.From the Back Cover:
The measurement of risk is a complex task, despite recent advances in risk management tools. Nonetheless, although risk is not as easily quantifiable as revenues and costs, its importance is critical. This greatly expanded new edition of Joël Bessis' seminal work Risk Management in Banking has been comprehensively revised and updated to take into account the changing face of risk management.
Extensive new material has been included to reflect new developments in the field and to broaden the scope of the work, making this a welcome update to an already successful book.
Wider reaching and more comprehensive, the second edition is an indispensable text for MBA students, practitioners in banking and financial services, bank regulators and auditors.
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Descripción Wiley, 2002. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería M0471499773