Risk Managemein Banking 2/e(絕)
- 20本以上，享 8.5折
售價
$
洽詢
- 一般書籍
- ISBN：9780471893363
- 作者：Joël Bessis
- 版次：2
- 年份：2002
- 出版商：John Wiley
- 頁數/規格：792頁
書籍介紹
目錄
作者介紹
Description
Fully revised and updated from the highly successful previous edition, Risk Managment in Banking 2nd Edition covers all aspects of risk management, shedding light on the extensive new developments in the field. There is a new emphasis on current practice, as well as in-depth analysis of the latest in research and techniques. This edition has been expanded to include an in-depth discussion of credit risk models, asset and liability management, credit valuation, risk-based capital, VAR, loan portfolio management, fund transer pricing and capital allocation. Quantitative material is presented in more detail and the scope of the book has been expanded to include investment banking and other financial services.
Fully revised and updated from the highly successful previous edition, Risk Managment in Banking 2nd Edition covers all aspects of risk management, shedding light on the extensive new developments in the field. There is a new emphasis on current practice, as well as in-depth analysis of the latest in research and techniques. This edition has been expanded to include an in-depth discussion of credit risk models, asset and liability management, credit valuation, risk-based capital, VAR, loan portfolio management, fund transer pricing and capital allocation. Quantitative material is presented in more detail and the scope of the book has been expanded to include investment banking and other financial services.
Table of Contents
1. Banking Risks
2. Risk Regulations
3. Risk Management Processes
4. Risk Models
5. Asset-Liability Management
6. Asset-Liability Management Models
7. Options and Convexity Risk in Banking
8. Mark-to-Market Management in Banking
9. Funds Transfer Pricing
10. Portfolio Analysis: Correlations
11. Market Risk
12. Credit Risk Models
13. Credit Risk: 'Standalone Risk'
14. Credit Risk: 'Portfolio Risk'
15. Capital Allocation
16. Capital Allocation
17. Portfolio and Capital Management (Credit Risk)
1. Banking Risks
2. Risk Regulations
3. Risk Management Processes
4. Risk Models
5. Asset-Liability Management
6. Asset-Liability Management Models
7. Options and Convexity Risk in Banking
8. Mark-to-Market Management in Banking
9. Funds Transfer Pricing
10. Portfolio Analysis: Correlations
11. Market Risk
12. Credit Risk Models
13. Credit Risk: 'Standalone Risk'
14. Credit Risk: 'Portfolio Risk'
15. Capital Allocation
16. Capital Allocation
17. Portfolio and Capital Management (Credit Risk)
JOEL BESSIS is in charge of risk analytics at the risk department of CDC IXIS, in Paris, France and was previously Director of Research at Fitch. He is Professor of Finance at HEC School of Management, Paris, France, and a frequent speaker at professional conferences. He has been a consultant to risk departments of several banking institutions in Europe, and held a permanent consultancy position for seven years at Banque Paribas in the Risk Department.
