Risk Management in Banking (Third Edition)
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內容簡介top Risk Management in Banking 簡介 Never before has risk management been so important.Now in its third edition, this seminal work by Jo螔 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 ManagementRisk regulations and accounting standardsMarket risk modelsCredit risk modelsDependencies modelingCredit portfolio modelsCapital AllocationRisk-adjusted performanceCredit portfolio managementBuilding 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.
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