TY  - BOOK
AU  - Joel Bessis
TI  - Risk Management in Banking 
SN  - 9788126559831
U1  - 332.10681 J591 R 
PY  - 2017///
CY  - New Delhi
PB  - Wiley
KW  - Risk management
N1  - 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; Foreword

Preface

About the Author

1 Risks and Risk Management

2 Banking Regulations Overview

3 Balance Sheet Management and Regulations

4 Liquidity Management and Liquidity Gaps

5 Interest Rate Gaps

6 Hedging and Gap Management

7 Economic Value of the Banking Book

8 Convexity Risk in Banking

9 Convexity Risk: The Case of Mortgages

10 Funds Transfer Pricing Systems

11 Returns, Random Shocks and Value-at-Risk

12 Portfolio Risk and Factor Models

13 Delta-normal VaR and Historical VaR

14 Extensions of Traditional VaR

15 Volatility

16 Simulation of Interest Rates

17 Market Risk Regulations

18 Credit Risk

19 Credit Risk Data

20 Scoring Models and Credit Ratings

21 Default Models

22 Counterparty Credit Risk

23 Credit Event Dependencies

24 Credit Portfolio Risk: Analytics

25 Credit Portfolio Risk: Simulations

26 Credit Risk Regulations

27 Capital Allocation and Risk Contributions

28 Risk-adjusted Performance Measures

29 Credit Derivatives

30 Securitizations

References

Index
ER  -