Risk management in banking / Joel Bessis
Material type:
TextPublication details: Chichester : Wiley, c2015. Edition: 3rd edDescription: x, 364 p. : ill. ; 24 cmISBN: 9781118660218Subject(s): Risk management | Bank management | Asset-liability management | Banks and bankingDDC classification: 332.10681 BES
| Item type | Current library | Home library | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|
English Lending
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Villa College Library | Villa College Library | 332.10681 BES (Browse shelf(Opens below)) | Available | 14327 |
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| 332.1068 SAU Financial Institutions management : a risk management approach / | 332.1068 SAU Financial Institutions management : a risk management approach / | 332.1068 SAU Financial Institutions management : a risk management approach / | 332.10681 BES Risk management in banking / | 332.10681 HUL Risk management and financial institutions / | 332.10688 MAN Managing and marketing of financial services / | 332.1088297 MUN Islamic banking under the Malaysia law / |
CONTENT
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 Regulation
27 Capital Allocation and Risk Contributions
28 Risk-adjusted Performance Measure
29 Credit Derivatives
30 Securotizaton
Includes references and index
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