Risk management in banking

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This book examines all aspects of financial risk management in banking - from global considerations to the fundamental aspects of the management of a particular profit centre. It deals with the very latest techniques including value at risk.

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Title Statements

Full title :Risk management in banking / Joël Bessis.

Summary

Edition Statements

Publication Date:2010.
Edition:3rd ed

Publication Statements

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

The Physical Object

Description:xvii, 821 pages : : illustrations ; : 25 cm

Edition Identifiers

ISBN:9780470019122, 0470019123, 9780470019139, 0470019131
oclc:ocn373480169
LC Classification:HG1615
Dewey Decimal:332.10681

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 -- Sect. 7. Asset Liability Management (ALM) -- 22. Liquidity Management and Liquidity Gaps -- 23. Interest Rate Gaps -- 24. ALM and Hedging Policies -- 25. Implicit Options Risk -- 26. Economic Value of the Balance Sheet -- 27. Economic Value and Convexity Risk -- Sect. 8…

Subjects

Asset-liability management Bank Bank management Banker Banks and banking Banques -- Gestion Gestion des actifs et des passifs Gestion du risque Risikomanagement Risk management Riskhantering