Risk management in banking / Joel Bessis.
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| Year of Publication: | 2010 |
| Edition: | 3rd ed. |
| Language: | English |
| Online Access: | |
| Physical Description: | xvii, 821 p. :; ill. |
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Table of Contents:
- 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.