Risk management in banking
| Основен автор: | Bessis, Joel. |
|---|---|
| Автор-организации: | ebrary, Inc. |
| Формат: | Електронен |
| Език: | English |
| Публикувано: |
Chichester, U.K. :
John Wiley,
2010.
|
| Издание: | 3rd ed. |
| Предмети: | |
| Онлайн достъп: |
An electronic book accessible through the World Wide Web; click to view |
Съдържание:
- section 1. The financial crisis
- section 2. Business lines, risks, and risk management
- section 3. Financial products
- section 4. Valuation
- section 5. Risk modeling
- section 6. Regulations
- section 7. Asset liability management (ALM)
- section 8. Funds transfer pricing systems
- section 9. Dependencies and portfolio risk
- section 10. Market risk
- section 11. Credit risk : standalone
- section 12. Credit portfolio risk
- section 13. Capital allocation
- section 14. Risk-adjusted performance
- section 15. Credit portfolio management
- section 16. Conclusion and financial reforms.