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Joel Bessis
ISBN: 9780470019139
Format: Paperback
Publisher:John Wiley and Sons Ltd
Edition: 3rd Revised edition
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Completely revised and updated edition of seminal work, this new edition of a very successful work takes into account the changing face of risk management and examines all aspects of financial risk management in banking, from global considerations to the fundamental aspects of the management of a particular profit centre.
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.
| ISBN | 0470019131 | | Pages | 840 | | ISBN13 | 9780470019139
(What's this?) | | Weight (grammes) | 1385 | | Publisher | John Wiley and Sons Ltd | | Published in | Chichester | | Imprint | John Wiley & Sons Ltd | | Previous ISBN | 9780471893363 | | Format | Paperback | | Height (mm) | 246 | | Publication date | 14 Sep 2007 | | Width (mm) | 170 | | DEWEY | 332.10681 | | Spine width (mm) | 46 | | DEWEY edition | DC22 | | Academic level | Professional / Scholarly |
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| Sect. 1 | | The Financial Crisis | | | | 1 | | The 2007-2008 Financial Crisis | | | | Sect. 2 | | Business Lines, Risks, and Risk Management | | | | 2 | | Banking Business Lines | | | | 3 | | Risks and Risk Management | | | | 4 | | Risk Management | | | | Sect. 3 | | Financial Products | | | | 5 | | Banking and Financial Products | | | | 6 | | Essentials on Derivative Products | | | | 7 | | Interest Rate Risk and Interest Rate Derivatives | | | | 8 | | Foreign Exchange Risk and Foreign Exchange Derivatives | | | | 9 | | Credit Derivatives | | | | Sect. 4 | | Valuation | | | | 10 | | Distribution Functions | | | | 11 | | Discrete and Continuous Returns | | | | 12 | | Stochastic Processes | | | | 13 | | Valuation and Pricing Risk | | | | 14 | | Some Applications of Valuation Techniques | | | | Sect. 5 | | Risk Modeling | | | | 15 | | Sensitivity | | | | 16 | | Volatility | | | | 17 | | The Value-at-Risk Measure | | | | 18 | | VaR and Capital | | | | Sect. 6 | | Regulations | | | | 19 | | Banking Regulations: Basel 1 and Market Risk | | | | 20 | | Banking Regulations: The Basel 2 Accord | | | | 21 | | Accounting Standards | | | | | More... | | |
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