Joel Bessis <br/><br/>
Risk Management in Banking  

 - 4th ed 
 - New Delhi  Wiley  2017 
 - 364 
<br/><br/> 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. 
<br/><br/>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 
<br/><br/><label>ISBN: </label>9788126559831 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Risk management
<br/><br/><label>Dewey Class. No.: </label>332.10681 J591 R  / 103920