Book by Bessis Jo235l
"Sinopsis" puede pertenecer a otra edición de este libro.
Reseña del editor:
This revised and updated edition covers all aspects of risk management, shedding light on extensive recent developments in the field. There is an emphasis on current practice, and this edition has been expanded to include an in-depth discussion of: credit risk models; asset liability management; credit valuation; risk-based capital; VAR; loan portfolio management; fund transfer pricing; and capital allocation. Credit risk, credit risk valuation and credit risk models are discussed in greater depth than in the first edition, to reflect the increasing importance attributed to them. Quantitative material is presented in more detail and the scope of the book has been expanded to include investment banking and other financial services. Additionally, there is an enhanced emphasis on business risk as well as on budgeting and provisioning policies.
Contraportada:
This greatly expanded new edition of Jo?l 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.
Risk Management in Banking Second Edition examines all aspects of financial risk management in banking, from global considerations right down to the fundamental aspects of the management of a particular profit centre. The author emphasizes the need to understand conceptual and implementation issues of risk management and examines the latest techniques and practical issues, including:
* Value at Risk (VaR)
* Asset Liability Management (ALM)
* Credit Risk
* Interest Rate Risk (IRR)
* Funds Transfer Pricing
* Credit Derivatives
* Market Portfolio Risk
* Capital Management
* Loan Portfolio Models
Building on the already considerable success of this classic work, the second edition is an indispensable text for MBA students, practitioners in banking and financial services, bank regulators and auditors.
"Sobre este título" puede pertenecer a otra edición de este libro.
- EditorialJohn Wiley & Sons Ltd
- Año de publicación2002
- ISBN 10 0471893366
- ISBN 13 9780471893363
- EncuadernaciónTapa blanda
- Número de páginas812
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Valoración
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3,86
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