Now in its third edition, this seminal work by Joel 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 management
Building 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.
Now in its third edition, this seminal work by Joel 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 management
Building 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.
Imprint | John Wiley & Sons |
Country of origin | United States |
Release date | November 2011 |
Availability | We don't currently have any sources for this product. If you add this item to your wish list we will let you know when it becomes available. |
First published | 2012 |
Authors | Joel Bessis |
Format | Electronic book text |
Pages | 840 |
Edition | 3rd Revised edition |
ISBN-13 | 978-0-470-68987-5 |
Barcode | 9780470689875 |
Categories | |
LSN | 0-470-68987-0 |