000			01962nam a22001697a 4500
999			_c75168 _d75168
020			_a9788126559831
082			_a332.10681 J591 R _b103920
100			_aJoel Bessis
245			_aRisk Management in Banking
250			_a4th ed
260			_aNew Delhi _bWiley _c2017
300			_a364
500			_aRisk 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			_aForeword 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
650			_aRisk management
942			_cBK