Risk Management in Banking Book

Risk Management in Banking Joel Bessis Risk management and efficient asset allocation are the watchwords of modern banking - not only for profitability and security, but also to comply with the increasingly stringent international regulations laid down by the Bank for International Settlements. Risk Management in Banking examines all aspects of financial risk management in banking, from global considerations right down to the fundamental aspects of the management of a particular profit centre. The author emphasises the need to understand conceptual and implementation issues of risk management, and examines the latest techniques and practical issues, including * Value at risk (VAR) * Risk-based capital (Capital At Risk) * Asset liability management (ALM) * Loan portfolio management * Credit risk * Market risk * Interest rate risk * Liquidity risk * Funds transfer pricing * Capital allocation Questions such as: "How do we implement a risk management system?" and "What is the practical potential of banking risk management techniques?" are answered, making Risk Management in Banking an essential text for MBA students, practitioners in banking and financial services, bank regulators and auditors.Read More