Risk Management in Banking (Record no. 75168)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01962nam a22001697a 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9788126559831 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.10681 J591 R |
| Item number | 103920 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Joel Bessis |
| 245 ## - TITLE STATEMENT | |
| Title | Risk Management in Banking |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 4th ed |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication | New Delhi |
| Name of publisher | Wiley |
| Date of publication | 2017 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | 364 |
| 500 ## - GENERAL NOTE | |
| General note | 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. |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Foreword<br/><br/>Preface<br/><br/>About the Author<br/><br/>1 Risks and Risk Management<br/><br/>2 Banking Regulations Overview<br/><br/>3 Balance Sheet Management and Regulations<br/><br/>4 Liquidity Management and Liquidity Gaps<br/><br/>5 Interest Rate Gaps<br/><br/>6 Hedging and Gap Management<br/><br/>7 Economic Value of the Banking Book<br/><br/>8 Convexity Risk in Banking<br/><br/>9 Convexity Risk: The Case of Mortgages<br/><br/>10 Funds Transfer Pricing Systems<br/><br/>11 Returns, Random Shocks and Value-at-Risk<br/><br/>12 Portfolio Risk and Factor Models<br/><br/>13 Delta-normal VaR and Historical VaR<br/><br/>14 Extensions of Traditional VaR<br/><br/>15 Volatility<br/><br/>16 Simulation of Interest Rates<br/><br/>17 Market Risk Regulations<br/><br/>18 Credit Risk<br/><br/>19 Credit Risk Data<br/><br/>20 Scoring Models and Credit Ratings<br/><br/>21 Default Models<br/><br/>22 Counterparty Credit Risk<br/><br/>23 Credit Event Dependencies<br/><br/>24 Credit Portfolio Risk: Analytics<br/><br/>25 Credit Portfolio Risk: Simulations<br/><br/>26 Credit Risk Regulations<br/><br/>27 Capital Allocation and Risk Contributions<br/><br/>28 Risk-adjusted Performance Measures<br/><br/>29 Credit Derivatives<br/><br/>30 Securitizations<br/><br/>References<br/><br/>Index |
| 650 ## - SUBJECT ADDED ENTRY -- TOPICAL TERM | |
| Topical Term | Risk management |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Purchase price | Total Checkouts | Total Renewals | Full call number | Barcode | Date last seen | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Prajna Pratishthanam Library | Prajna Pratishthanam Library | Management | 17/07/2018 | 1099.00 | 7 | 4 | 332.10681 J591 R 103920 | 103920 | 05/03/2025 | Books |