Risk Management in Banking: Second Edition

by JoëlBessis (Author)

• Used

  Paperback
  2002

  $3.28

  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.

• Used

  Paperback
  1997

  $3.28

  Risk Management in Banking Joel Bessis Risk management and efficient asset allocation are the watchwords of modern banking - not only for profitability and security, but also to comply with the increasingly stringent international regulations laid down by the Bank for International Settlements. Risk Management in Banking 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 emphasises the need to understand conceptual and implementation issues of risk management, and examines the latest techniques and practical issues, including Value at risk (VAR) Risk-based capital (Capital At Risk) Asset liability management (ALM) Loan portfolio management Credit risk Market risk Interest rate risk Liquidity risk Funds transfer pricing Capital allocation Questions such as: How do we implement a risk management system? and What is the practical potential of banking risk management techniques? are answered, making Risk Management in Banking an essential text for MBA students, practitioners in banking and financial services, bank regulators and auditors.