|
|
 |
|
Viewing report
|
|
|
|
Risk Management in Banking, 3rd Edition
John Wiley and Sons Ltd, Dec 2009, Pages: 840
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.
Product samples
A sample for this product is available. Please Login/Register to download this sample.
Customers who bought this item also bought
An Introduction to Economic Capital
Financial Services eLearning Library: Know-How Financial Services Courses
Rethinking Risk Measurement and Reporting: Volume II - Examples and Applications from Finance
Credit Risk Management In and Out of the Financial Crisis: New Approaches to Value at Risk and Other Paradigms, 3rd Edition
The Value-at-Risk Reference - Key Issues in the Implementation of Market Risk
E-Learning Course - Asset Liability Management for Insurance Companies
Dynamic Copula Methods in Finance
Credit Derivatives: Trading, Investing,and Risk Management, 2nd Edition
Copulas: From theory to application in finance
Credit Risk Management and Basel II: An Implementation Guide
|
|
|
|
