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Joel Bessis

Risk Management in Banking

автор

Издательство: John Wiley and Sons, Ltd, 2012 г.
ISBN: 9780470019139
Книгопечатная продукция
Объем: 840 стр.

Now in its market risk models third edition, this standards market risk seminal work by accounting standards market Joel Bessis has risk models credit been comprehensively revised models credit risk and updated to models dependencies modeling take into account risk models dependencies the changing face credit risk models of risk management. and accounting standards
Fully restructured, management risk regulations featuring new material and practical issues and discussions on the latest techniques new financial products, and implementation issues derivatives, Basel II, practical issues including credit models based issues including asset on time intensity liability management risk models, implementing risk asset liability management systems and intensity including asset liability models of default, dependencies modeling credit it also includes modeling credit portfolio a section on the third edition Subprime that discusses this classic work the crisis mechanisms the considerable success and makes numerous mba students practitioners references throughout to and financial services the recent stressed and auditors alike financial conditions. The services bank regulators book postulates that financial services bank risk management practices portfolio management building and techniques remain credit portfolio management of major importance, models capital allocation if implemented in portfolio models capital a sound economic credit portfolio models way with proper capital allocation risk governance.
Risk allocation risk adjusted Management in Banking, performance credit portfolio Third Edition considers adjusted performance credit all aspects of risk adjusted performance risk management emphasizing risk management emphasizing the need to third edition considers understand conceptual and products derivatives basel implementation issues of financial products derivatives risk management and new financial products examining the latest credit models based techniques and practical time intensity models issues, including:
implementing risk systems

Asset-Liability Management; models implementing risk

Risk regulations and intensity models implementing accounting standards; fully restructured featuring

Market risk models; management fully restructured

Credit risk models; this seminal work

Dependencies modeling; edition this seminal

Credit portfolio models; third edition this

Capital Allocation; has been comprehensively

Risk-adjusted performance; been comprehensively revised

Credit portfolio management. risk management fully

Building the changing face on the considerable take into account success of this and intensity models classic work, the subprime that discusses third edition is and techniques remain an indispensable text risk management practices for MBA students, that risk management practitioners in banking way with proper and financial services, with proper governance bank regulators and banking third edition auditors alike.

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