Risk management in banking

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Title:

Author:

Bessis, Joël.

ISBN:

9780471893363

9780471499770

Personal Author:

Bessis, Joël.

Uniform Title:

Gestion des risques et gestion actif-passif des banques. English

Edition:

2nd ed.

Publication Information:

Chichester : John Wiley, c2002.

Physical Description:

xx, 792 p. : ill. ; 26 cm.

General Note:

Previous ed.: c1998.

Subject Term:

Bank management.

Risk management.

Asset-liability management.

Electronic Access:

Table of Contents http://www.loc.gov/catdir/toc/onix07/2001045562.html
Table of Contents http://www.loc.gov/catdir/toc/onix07/2001045562.html.
Publisher description http://www.loc.gov/catdir/description/wiley034/2001045562.html

Copies:

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Library	Material Type	Item Barcode	Shelf Number	Copy	Status
Searching... 1:IIEMSA	1:GEN-BOOK	33168015737758	332.10681 B559R 2002	1	Searching... Unknown

Fully revised and updated from the highly successful previous edition, Risk Managment in Banking 2nd Edition covers all aspects of risk management, shedding light on the extensive new developments in the field. There is a new emphasis on current practice, as well as in-depth analysis of the latest in research and techniques. This edition has been expanded to include an in-depth discussion of credit risk models, asset and liability management, credit valuation, risk-based capital, VAR, loan portfolio management, fund transer pricing and capital allocation. Quantitative material is presented in more detail and the scope of the book has been expanded to include investment banking and other financial services.

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