Risk Management in Banking
| Author | : | |
| Rating | : | 4.40 (842 Votes) |
| Asin | : | 0470019123 |
| Format Type | : | paperback |
| Number of Pages | : | 840 Pages |
| Publish Date | : | 2014-01-21 |
| Language | : | English |
DESCRIPTION:
Over the course of his career Joël has developed a dual expertise – as an academic and as a practitioner, holding permanent consulting assignments in corporations and later, in banks. Joël worked for over fifteen years in risk management departments of financial institutions – as a consultant to the risk departments of several banking institutions in Europe, incl
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 managementBuilding 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.ISBN 978-0-470-01912-2 insert Wiley logo and ISBN barcode. Never before has risk management been so important.Now in its third edition, this seminal work by Joël 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
"one of the best guides to understand banking activity and banking risks." according to CARLOS EDUARDO S. LARA. This book bring both key concepts and practical tools to understand and manage banking risk.Interesting approaches for funds tranfer pricing.. Samir Mastaliyev said book with good math. in much risk books i used to see a very weak section regarding probability, distributions and math models . In this book this areas covered quite good. i've not finished it yet, but so far i liked.
Koenig, Chief Executive Officer, The Governance Fund, LLC and Past Chair, Board of Directors, Professional Risk Managers’ International Association (PRMIA). Over my career I have developed three different corporate risk management programs and have found Dr. Concisely integrating a wide body of work within a comprehensive analytic framework, the careful exposition as well as practical illustrations will be appreciated by students and bankers alike. Bessis reveals his roots as both academic and practitioner by his combination of intellectual rigor and pragmatic application. From the Inside Flap“Highly recommended to professionals, risk managers and students in risk management who look for a relevant comprehensive view of how risk management expands and evolves towards greater sophistication.”Alain Canac,former Senior Credit Officer at Banque Paribas and IXIS Corporate & Investment Bank“The rec