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332.1068
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BUS027000
bisacsh
Bessis, Joël.
Gestion des risques et gestion actif-passif des banques.
English
Risk management in banking /
Joël Bessis.
Fourth edition.
Delhi :
Wiley India,
2017.
West Sussex :
Wiley,
2015.
x, 364 pages :
illustrations ;
24 cm
text
rdacontent
unmediated
rdamedia
volume
rdacarrier
Includes bibliographical references (pages 345-349) and index.
Banking Risks --
Banking Business Lines --
Banking Risks --
Risk Regulations --
Banking Regulations --
Risk Management Processes --
Risk Management Processes --
Risk Management Organization --
Risk Models --
Risk Measures --
VaR and Capital --
Valuation --
Risk Model Building Blocks --
Asset--Liability Management --
ALM Overview --
Liquidity Gaps --
The Term Structure of Interest Rates --
Interest Rate Gaps --
Hedging and Derivatives --
Asset--Liability Management Models --
Overview of ALM Models --
Hedging Issues --
ALM Simulations --
ALM and Business Risk --
ALM 'Risk and Return' Reporting and Policy --
Options and Convexity Risk in Banking --
Implicit Options Risk --
The Value of Implicit Options --
Mark-to-Market Management in Banking --
Market Value and NPV of the Balance Sheet --
NPV and Interest Rate Risk --
NPV and Convexity Risks --
NPV Distribution and VaR --
Funds Transfer Pricing --
FTP Systems --
Economic Transfer Prices --
Portfolio Analysis: Correlations --
Correlations and Portfolio Effects --
Market Risk --
Market Risk Building Blocks --
Standalone Market Risk --
Modelling Correlations and Multi-factor Models for Market Risk --
Portfolio Market Risk --
Credit Risk Models --
Overview of Credit Risk Models --
Credit Risk: 'Standalone Risk' --
Credit Risk Drivers --
Rating Systems --
Credit Risk: Historical Data --
Statistical and Econometric Models of Credit Risk --
The Option Approach to Defaults and Migrations --
Credit Risk Exposure --
From Guarantees to Structures --
"The seminal guide to risk management, streamlined and updated Risk Management in Banking is a comprehensive reference for the risk management industry, covering all aspects of the field. Now in its fourth edition, this useful guide has been updated with the latest information on ALM, Basel 3, derivatives, liquidity analysis, market risk, structured products, credit risk, securitizations, and more. The new companion website features slides, worked examples, a solutions manual, and the new streamlined, modular approach allows readers to easily find the information they need. Coverage includes asset liability management, risk-based capital, value at risk, loan portfolio management, capital allocation, and other vital topics, concluding with an examination of the financial crisis through the utilisation of new views such as behavioural finance and nonlinearity of risk. Considered a seminal industry reference since the first edition's release, Risk Management in Banking has been streamlined for easy navigation and updated to reflect the changes in the field, while remaining comprehensive and detailed in approach and coverage. Students and professionals alike will appreciate the extended scope and expert guidance as they: Find all "need-to-know" risk management topics in a single text Discover the latest research and the new practices Understand all aspects of risk management and banking management See the recent crises - and the lessons learned - from a new perspective Risk management is becoming increasingly vital to the banking industry even as it grows more complex. New developments and advancing technology continue to push the field forward, and professionals need to stay up-to-date with in-depth information on the latest practices. Risk Management in Banking provides a comprehensive reference to the most current state of the industry, with complete information and expert guidance"--
Provided by publisher.
Bank management.
Risk management.
Asset-liability management.
BUSINESS & ECONOMICS / Finance.
Online version:
Bessis, Joël.
Risk management in banking
Fourth edition.
New York : Wiley, 2015
9781118660188
(DLC) 2015012820
Cover image
http://catalogimages.wiley.com/images/db/jimages/9781118660218.jpg
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