Risk management in banking

by Bessis, Joël

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Title Statements

Full title :Risk management in banking / Joël Bessis.

Edition Statements

Publication Date:2010.
Edition:3rd ed

Publication Statements

Publisher(s):John Wiley
Place of Publication:Chichester, U.K
Language:eng
Publication Date:2010.

The Physical Object

Description:xvii, 821 p. : : ill.

Edition Identifiers

ISBN:9780470689875, 0470689870
oclc:on1261988873
LC Classification:HG1615

Section 1. The financial crisis -- section 2. Business lines, risks, and risk management -- section 3. Financial products -- section 4. Valuation -- section 5. Risk modeling -- section 6. Regulations -- section 7. Asset liability management (ALM) -- section 8. Funds transfer pricing systems -- section 9. Dependencies and portfolio risk -- section 10. Market risk -- section 11. Credit risk : standalone -- section 12. Credit portfolio risk -- section 13. Capital allocation -- section 14. Risk-adjusted performance -- section 15. Credit portfolio management -- section 16. Conclusion and financial reforms.